+203.1%
VLO vs DOCS
+50.6%
+152.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.4% | -3.7% |
| 7D | -8.7% | -1.3% | -7.3% | -8.6% |
| 30D | -16.2% | +19.4% | -35.6% | -16.8% |
| 3M | +16.2% | +53.4% | -37.2% | +13.9% |
| 6M | +39.8% | +28.8% | +11.0% | +37.9% |
| YTD | +119.0% | -25.1% | +144.0% | +122.5% |
| 1Y | +110.8% | -48.1% | +159.0% | +119.2% |
| All | +203.1% | +50.6% | +152.5% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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