+911.8%
VLO vs DG
+99.2%
+812.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +4.0% | -6.3% | +10.3% | +4.6% |
| 30D | +19.0% | +2.4% | +16.6% | +18.6% |
| 3M | +50.0% | +12.4% | +37.6% | +47.8% |
| 6M | +79.1% | -14.9% | +94.1% | +81.6% |
| YTD | +140.3% | -6.1% | +146.3% | +140.5% |
| 1Y | +148.3% | +17.9% | +130.5% | +140.9% |
| 3Y | +194.6% | +3.1% | +191.5% | +183.6% |
| 5Y | +609.6% | -38.7% | +648.2% | +647.4% |
| All | +911.8% | +99.2% | +812.6% | +663.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling