+719.4%
VLO vs DFNS
-99.9%
+819.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +5.2% | -16.0% | +21.2% | +5.2% |
| 30D | +22.6% | -77.7% | +100.3% | +22.4% |
| 3M | +43.8% | -77.2% | +121.0% | +44.1% |
| 6M | +65.7% | -95.2% | +160.9% | +65.9% |
| YTD | +131.1% | -98.0% | +229.1% | +131.0% |
| 1Y | +143.6% | -98.3% | +241.9% | +143.6% |
| 3Y | +201.4% | -99.9% | +301.3% | +200.7% |
| 5Y | +568.9% | -99.9% | +668.7% | +557.2% |
| All | +719.4% | -99.9% | +819.3% | +714.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling