+510.3%
VLO vs DOCN
+102.5%
+407.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.2% | +1.4% | -5.3% |
| 7D | -6.0% | -20.0% | +14.1% | -4.8% |
| 30D | -12.9% | -38.8% | +25.9% | -10.6% |
| 3M | +18.3% | -34.8% | +53.1% | +20.6% |
| 6M | +46.4% | -22.8% | +69.2% | +45.8% |
| YTD | +127.7% | +74.6% | +53.1% | +112.1% |
| 1Y | +120.6% | +116.4% | +4.2% | +101.9% |
| 3Y | +213.8% | +239.3% | -25.5% | +175.4% |
| 5Y | +458.6% | -20.2% | +478.8% | +408.4% |
| All | +510.3% | +102.5% | +407.9% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 all: compounded portfolio wealth divided by compounded DOCN 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…
all analysis · Full analysis span regression · 6 months rolling