+150.6%
VLO vs DG
+21.6%
+129.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.4% |
| 7D | +6.2% | -4.8% | +11.1% | +5.8% |
| 30D | +23.5% | +1.8% | +21.7% | +23.6% |
| 3M | +53.9% | +14.5% | +39.4% | +55.7% |
| 6M | +81.7% | -13.6% | +95.2% | +81.2% |
| YTD | +142.5% | -4.8% | +147.3% | +142.1% |
| All | +150.6% | +21.6% | +129.0% | +151.9% |
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