+191.2%
VLO vs DLTR
+1.8%
+189.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +4.0% | -9.4% | +13.4% | +4.6% |
| 30D | +19.0% | -7.3% | +26.3% | +19.5% |
| 3M | +50.0% | +7.6% | +42.4% | +49.0% |
| 6M | +79.1% | +1.6% | +77.6% | +78.9% |
| YTD | +140.3% | -3.5% | +143.8% | +140.8% |
| 1Y | +148.3% | +20.0% | +128.3% | +141.4% |
| All | +191.2% | +1.8% | +189.4% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling