+420.0%
VLO vs DFNS
-100.0%
+520.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -12.2% | +10.9% | -1.4% |
| 7D | -13.3% | -44.0% | +30.7% | -13.4% |
| 30D | -18.3% | -69.1% | +50.8% | -18.4% |
| 3M | +14.3% | -95.6% | +110.0% | +13.8% |
| 6M | +47.6% | -96.2% | +143.8% | +47.6% |
| YTD | +116.0% | -99.6% | +215.6% | +115.4% |
| 1Y | +101.0% | -99.7% | +200.8% | +100.3% |
| 3Y | +199.0% | -100.0% | +299.0% | +195.8% |
| All | +420.0% | -100.0% | +520.0% | +477.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling