+120.6%
VLO vs DGX
+45.0%
+75.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.5% | -9.2% | -5.4% |
| 7D | -6.0% | +4.1% | -10.1% | -5.6% |
| 30D | -12.9% | +10.5% | -23.4% | -12.3% |
| 3M | +18.3% | +9.8% | +8.5% | +19.4% |
| 6M | +46.4% | +34.6% | +11.9% | +50.8% |
| YTD | +127.7% | +49.8% | +77.9% | +135.7% |
| 1Y | +120.6% | +46.0% | +74.6% | +129.9% |
| All | +120.6% | +45.0% | +75.7% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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