+145.4%
VLO vs DLR
+20.8%
+124.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +6.2% | +2.9% | +3.3% | +6.6% |
| 30D | +23.5% | -1.2% | +24.7% | +23.3% |
| 3M | +53.9% | +2.9% | +50.9% | +55.2% |
| 6M | +81.7% | +6.7% | +75.0% | +81.8% |
| YTD | +142.5% | +23.9% | +118.6% | +138.2% |
| 1Y | +145.4% | +18.6% | +126.8% | +150.7% |
| All | +145.4% | +20.8% | +124.6% | +150.7% |
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