+120.6%
VLO vs DG
+45.3%
+75.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.5% | -14.3% | -4.5% |
| 7D | -6.0% | +12.3% | -18.2% | -4.4% |
| 30D | -12.9% | +19.3% | -32.2% | -10.7% |
| 3M | +18.3% | +11.9% | +6.5% | +20.4% |
| 6M | +46.4% | +25.0% | +21.5% | +50.7% |
| YTD | +127.7% | +8.7% | +119.0% | +131.6% |
| 1Y | +120.6% | +44.7% | +75.9% | +128.6% |
| All | +120.6% | +45.3% | +75.4% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling