+195.5%
VLO vs DG
+12.2%
+183.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +5.2% | +8.4% | -3.2% | +5.3% |
| 30D | +22.6% | +4.9% | +17.7% | +22.7% |
| 3M | +43.8% | +29.3% | +14.4% | +44.2% |
| 6M | +65.7% | -11.3% | +77.0% | +66.2% |
| YTD | +131.1% | +1.8% | +129.3% | +131.4% |
| 1Y | +143.6% | +25.3% | +118.3% | +143.5% |
| All | +195.5% | +12.2% | +183.3% | +181.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling