+120.6%
VLO vs DLR
+11.0%
+109.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.3% | -5.3% |
| 7D | -6.0% | +2.8% | -8.8% | -5.5% |
| 30D | -12.9% | +2.8% | -15.7% | -12.3% |
| 3M | +18.3% | -4.0% | +22.3% | +17.9% |
| 6M | +46.4% | -5.6% | +52.0% | +46.7% |
| YTD | +127.7% | +21.9% | +105.8% | +124.6% |
| 1Y | +120.6% | +13.0% | +107.6% | +124.2% |
| All | +120.6% | +11.0% | +109.7% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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