+560.5%
VLO vs DOCS
-73.4%
+633.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | +5.2% | -1.4% | +6.6% | +5.2% |
| 30D | +22.6% | +21.8% | +0.8% | +21.8% |
| 3M | +43.8% | +27.3% | +16.5% | +42.6% |
| 6M | +65.7% | -0.3% | +66.1% | +65.3% |
| YTD | +131.1% | -40.5% | +171.6% | +133.8% |
| 1Y | +143.6% | -61.5% | +205.2% | +149.6% |
| 3Y | +201.4% | +8.2% | +193.2% | +201.2% |
| All | +560.5% | -73.4% | +633.9% | +548.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling