+924.9%
VLO vs DLTR
+45.3%
+879.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +5.3% | -10.1% | +15.4% | +7.6% |
| 30D | +18.2% | -8.1% | +26.4% | +20.2% |
| 3M | +53.3% | +2.9% | +50.5% | +51.7% |
| 6M | +70.4% | +4.3% | +66.1% | +66.3% |
| YTD | +143.4% | -3.9% | +147.3% | +141.2% |
| 1Y | +153.0% | +18.9% | +134.1% | +136.3% |
| 3Y | +195.0% | +1.9% | +193.0% | +175.3% |
| 5Y | +618.8% | +31.0% | +587.8% | +476.7% |
| All | +924.9% | +45.3% | +879.6% | +671.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling