+790.3%
VLO vs DLR
+188.2%
+602.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | +9.6% | +3.3% | +6.3% | +9.0% |
| 30D | -17.4% | +4.6% | -22.0% | -18.1% |
| 3M | +10.8% | -8.3% | +19.0% | +12.3% |
| 6M | +56.9% | -5.6% | +62.6% | +57.6% |
| YTD | +136.8% | +18.7% | +118.1% | +125.5% |
| 1Y | +120.7% | +17.1% | +103.6% | +110.8% |
| 3Y | +231.9% | +54.4% | +177.6% | +193.6% |
| 5Y | +479.0% | +36.5% | +442.5% | +420.8% |
| All | +790.3% | +188.2% | +602.1% | +532.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling