+3,334.8%
VLO vs DLR
+3,595.6%
-260.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.2% | +1.6% | +3.6% | +4.6% |
| 30D | +22.6% | -3.4% | +26.0% | +23.8% |
| 3M | +43.8% | +0.5% | +43.3% | +42.4% |
| 6M | +65.7% | +4.6% | +61.2% | +60.8% |
| YTD | +131.1% | +23.4% | +107.7% | +111.0% |
| 1Y | +143.6% | +19.0% | +124.6% | +124.6% |
| 3Y | +201.4% | +56.5% | +144.9% | +145.1% |
| 5Y | +568.9% | +33.3% | +535.6% | +455.1% |
| 10Y | +891.8% | +165.1% | +726.7% | +484.6% |
| All | +3,334.8% | +3,595.6% | -260.8% | +641.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling