+192.7%
VLO vs DFNS
-99.9%
+292.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.3% |
| 7D | +5.8% | +0.8% | +5.0% | +5.8% |
| 30D | +28.3% | -73.2% | +101.6% | +28.1% |
| 3M | +48.7% | -72.4% | +121.2% | +49.1% |
| 6M | +71.9% | -95.2% | +167.1% | +72.0% |
| YTD | +138.7% | -98.0% | +236.6% | +138.6% |
| 1Y | +148.5% | -98.3% | +246.7% | +148.4% |
| 3Y | +192.7% | -99.9% | +292.5% | +187.5% |
| All | +192.7% | -99.9% | +292.5% | +187.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling