+215.3%
VLO vs DOC
+43.5%
+171.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -8.9% | -6.0% |
| 7D | -6.0% | +8.7% | -14.7% | -6.7% |
| 30D | -12.9% | +7.6% | -20.5% | -13.5% |
| 3M | +18.3% | -5.3% | +23.6% | +19.1% |
| 6M | +46.4% | +27.6% | +18.8% | +40.7% |
| YTD | +127.7% | +32.4% | +95.3% | +115.0% |
| 1Y | +120.6% | +22.9% | +97.8% | +112.9% |
| All | +215.3% | +43.5% | +171.8% | +192.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling