+601.6%
VLO vs DLR
+35.6%
+566.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | +5.8% | +3.4% | +2.4% | +5.5% |
| 30D | +28.3% | -2.2% | +30.6% | +28.5% |
| 3M | +48.7% | +4.7% | +44.0% | +47.9% |
| 6M | +71.9% | +9.0% | +62.9% | +69.7% |
| YTD | +138.7% | +24.1% | +114.5% | +131.6% |
| 1Y | +148.5% | +20.9% | +127.5% | +141.8% |
| 3Y | +192.7% | +60.0% | +132.6% | +174.9% |
| 5Y | +601.6% | +35.3% | +566.3% | +552.5% |
| All | +601.6% | +35.6% | +566.0% | +552.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling