+17,783.3%
VLO vs DGX
+8,796.3%
+8,987.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | +5.8% | -0.3% | +6.1% | +5.8% |
| 30D | +28.3% | -1.2% | +29.5% | +28.7% |
| 3M | +48.7% | +19.9% | +28.8% | +40.7% |
| 6M | +71.9% | +19.2% | +52.7% | +62.5% |
| YTD | +138.7% | +37.5% | +101.2% | +115.8% |
| 1Y | +148.5% | +31.3% | +117.2% | +127.2% |
| 3Y | +192.7% | +96.6% | +96.0% | +134.6% |
| 5Y | +601.6% | +64.3% | +537.4% | +482.8% |
| 10Y | +900.2% | +241.1% | +659.1% | +551.0% |
| All | +17,783.3% | +8,796.3% | +8,987.0% | +6,595.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling