+458.6%
VLO vs DECK
+31.2%
+427.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.0% | -11.7% | -6.3% |
| 7D | -6.0% | +10.4% | -16.3% | -6.9% |
| 30D | -12.9% | +11.1% | -24.0% | -13.8% |
| 3M | +18.3% | -10.8% | +29.1% | +19.5% |
| 6M | +46.4% | -8.7% | +55.2% | +46.7% |
| YTD | +127.7% | -14.0% | +141.8% | +128.0% |
| 1Y | +120.6% | +12.0% | +108.6% | +111.6% |
| 3Y | +213.8% | -10.5% | +224.3% | +200.3% |
| 5Y | +458.6% | +28.5% | +430.1% | +434.0% |
| All | +458.6% | +31.2% | +427.4% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling