+754.3%
VLO vs DG
+111.9%
+642.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -0.4% | -3.0% | +2.5% | -0.2% |
| 30D | -16.6% | +8.6% | -25.2% | -17.3% |
| 3M | +12.3% | +15.0% | -2.8% | +10.5% |
| 6M | +47.8% | +32.7% | +15.2% | +43.2% |
| YTD | +126.7% | +5.5% | +121.2% | +124.1% |
| 1Y | +105.4% | +34.6% | +70.8% | +96.7% |
| 3Y | +222.0% | +24.2% | +197.7% | +202.7% |
| 5Y | +449.8% | -32.3% | +482.1% | +474.5% |
| 10Y | +754.3% | +111.1% | +643.2% | +565.1% |
| All | +754.3% | +111.9% | +642.4% | +565.1% |
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