+223.1%
VLO vs DLR
+53.1%
+169.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +2.7% |
| 7D | -6.5% | +2.4% | -8.8% | -6.6% |
| 30D | -17.8% | +0.7% | -18.5% | -17.8% |
| 3M | +19.6% | -6.4% | +26.0% | +20.2% |
| 6M | +49.3% | -6.5% | +55.8% | +50.2% |
| YTD | +122.4% | +18.8% | +103.6% | +113.4% |
| 1Y | +107.4% | +9.0% | +98.4% | +102.4% |
| 3Y | +223.1% | +54.5% | +168.6% | +183.5% |
| All | +223.1% | +53.1% | +169.9% | +183.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling