+3,943.4%
VLO vs DG
+606.1%
+3,337.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +5.2% | +8.4% | -3.2% | +3.9% |
| 30D | +22.6% | +4.9% | +17.7% | +21.6% |
| 3M | +43.8% | +29.3% | +14.4% | +37.7% |
| 6M | +65.7% | -11.3% | +77.0% | +68.0% |
| YTD | +131.1% | +1.8% | +129.3% | +128.6% |
| 1Y | +143.6% | +25.3% | +118.3% | +131.3% |
| 3Y | +201.4% | +9.1% | +192.3% | +183.3% |
| 5Y | +568.9% | -34.9% | +603.8% | +593.8% |
| 10Y | +891.8% | +108.2% | +783.7% | +633.4% |
| All | +3,943.4% | +606.1% | +3,337.4% | +1,821.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling