+420.0%
VLO vs DOCS
-51.8%
+471.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -1.3% |
| 7D | -13.3% | -0.8% | -12.6% | -13.3% |
| 30D | -18.3% | +17.4% | -35.7% | -18.7% |
| 3M | +14.3% | +57.4% | -43.0% | +12.8% |
| 6M | +47.6% | +26.5% | +21.1% | +46.3% |
| YTD | +116.0% | -26.6% | +142.6% | +117.5% |
| 1Y | +101.0% | -48.1% | +149.1% | +104.8% |
| 3Y | +199.0% | +52.6% | +146.4% | +196.2% |
| All | +420.0% | -51.8% | +471.8% | +416.8% |
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 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