+3,205.4%
VLO vs DLR
+3,457.3%
-251.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +1.8% |
| 7D | -6.5% | +2.4% | -8.8% | -7.3% |
| 30D | -17.8% | +0.7% | -18.5% | -18.1% |
| 3M | +19.6% | -6.4% | +26.0% | +21.6% |
| 6M | +49.3% | -6.5% | +55.8% | +50.6% |
| YTD | +122.4% | +18.8% | +103.6% | +104.8% |
| 1Y | +107.4% | +9.0% | +98.4% | +96.8% |
| 3Y | +223.1% | +54.5% | +168.6% | +163.6% |
| 5Y | +432.2% | +35.8% | +396.4% | +337.0% |
| 10Y | +743.6% | +177.5% | +566.2% | +386.3% |
| All | +3,205.4% | +3,457.3% | -251.9% | +619.4% |
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