+143.6%
VLO vs DOC
+23.9%
+119.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.2% |
| 7D | +5.2% | -1.5% | +6.7% | +5.0% |
| 30D | +22.6% | -4.8% | +27.4% | +22.0% |
| 3M | +43.8% | +6.9% | +36.9% | +45.2% |
| 6M | +65.7% | +20.7% | +45.0% | +73.7% |
| YTD | +131.1% | +34.1% | +97.0% | +133.3% |
| 1Y | +143.6% | +22.6% | +121.0% | +155.3% |
| All | +143.6% | +23.9% | +119.7% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling