+728.8%
VLO vs DFNS
-100.0%
+828.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -19.4% | +22.4% | +3.1% |
| 7D | +6.8% | -12.7% | +19.4% | +6.7% |
| 30D | -17.9% | -65.2% | +47.4% | -18.0% |
| 3M | +13.5% | -94.6% | +108.1% | +13.1% |
| 6M | +53.0% | -96.2% | +149.3% | +53.0% |
| YTD | +133.7% | -99.6% | +233.3% | +133.1% |
| 1Y | +115.7% | -99.7% | +215.4% | +115.0% |
| 3Y | +231.9% | -100.0% | +331.9% | +230.1% |
| 5Y | +471.6% | -100.0% | +571.5% | +461.6% |
| All | +728.8% | -100.0% | +828.7% | +722.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling