+153.0%
VLO vs DGX
+32.7%
+120.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.4% |
| 7D | +5.3% | -0.9% | +6.2% | +5.2% |
| 30D | +18.2% | -1.2% | +19.4% | +18.1% |
| 3M | +53.3% | +15.8% | +37.6% | +54.1% |
| 6M | +70.4% | +18.2% | +52.3% | +72.0% |
| YTD | +143.4% | +37.2% | +106.2% | +142.6% |
| 1Y | +153.0% | +30.4% | +122.6% | +154.1% |
| All | +153.0% | +32.7% | +120.3% | +154.1% |
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