+426.2%
VLO vs DECK
+25.8%
+400.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.3% | -3.7% |
| 7D | -8.7% | +6.0% | -14.7% | -9.2% |
| 30D | -16.2% | +7.4% | -23.7% | -16.9% |
| 3M | +16.2% | -11.7% | +27.8% | +17.4% |
| 6M | +39.8% | -11.0% | +50.7% | +40.4% |
| YTD | +119.0% | -15.4% | +134.3% | +119.5% |
| 1Y | +110.8% | +7.2% | +103.6% | +103.4% |
| 3Y | +201.7% | -11.8% | +213.5% | +189.1% |
| 5Y | +426.2% | +24.3% | +401.9% | +403.3% |
| All | +426.2% | +25.8% | +400.4% | +403.3% |
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