+743.6%
VLO vs DOC
+21.1%
+722.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.2% |
| 7D | -6.5% | +5.9% | -12.3% | -8.7% |
| 30D | -17.8% | +10.3% | -28.0% | -21.2% |
| 3M | +19.6% | -2.2% | +21.8% | +19.9% |
| 6M | +49.3% | +8.2% | +41.1% | +42.8% |
| YTD | +122.4% | +35.4% | +87.0% | +87.9% |
| 1Y | +107.4% | +23.6% | +83.8% | +83.0% |
| 3Y | +223.1% | +57.3% | +165.8% | +144.8% |
| 5Y | +432.2% | -19.6% | +451.8% | +460.8% |
| 10Y | +743.6% | +20.8% | +722.8% | +636.4% |
| All | +743.6% | +21.1% | +722.6% | +636.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling