+924.9%
VLO vs DKS
+206.3%
+718.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.7% |
| 7D | +5.3% | -2.0% | +7.4% | +5.8% |
| 30D | +18.2% | -32.7% | +51.0% | +27.7% |
| 3M | +53.3% | -38.8% | +92.1% | +68.8% |
| 6M | +70.4% | -29.4% | +99.9% | +79.3% |
| YTD | +143.4% | -30.3% | +173.7% | +156.3% |
| 1Y | +153.0% | -39.6% | +192.6% | +175.0% |
| 3Y | +195.0% | +32.2% | +162.8% | +150.0% |
| 5Y | +618.8% | +15.1% | +603.7% | +492.2% |
| All | +924.9% | +206.3% | +718.5% | +415.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling