+10,176.4%
VLO vs DKS
+6,292.4%
+3,884.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +5.2% | +3.0% | +2.2% | +4.3% |
| 30D | +22.6% | -30.5% | +53.1% | +33.0% |
| 3M | +43.8% | -35.7% | +79.5% | +58.6% |
| 6M | +65.7% | -29.7% | +95.4% | +76.5% |
| YTD | +131.1% | -28.9% | +160.0% | +144.6% |
| 1Y | +143.6% | -35.9% | +179.5% | +164.0% |
| 3Y | +201.4% | +28.2% | +173.2% | +154.0% |
| 5Y | +568.9% | +11.8% | +557.1% | +444.8% |
| 10Y | +891.8% | +211.6% | +680.2% | +407.0% |
| All | +10,176.4% | +6,292.4% | +3,884.0% | +2,340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling