+588.7%
VLO vs DGX
+66.8%
+521.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +5.3% | -0.9% | +6.2% | +5.4% |
| 30D | +18.2% | -1.2% | +19.4% | +18.3% |
| 3M | +53.3% | +15.8% | +37.6% | +51.5% |
| 6M | +70.4% | +18.2% | +52.3% | +68.1% |
| YTD | +143.4% | +37.2% | +106.2% | +136.1% |
| 1Y | +153.0% | +30.4% | +122.6% | +146.7% |
| 3Y | +195.0% | +96.7% | +98.3% | +176.9% |
| All | +588.7% | +66.8% | +521.9% | +524.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling