+480.1%
VLO vs DOW
-5.2%
+485.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.0% |
| 7D | +6.8% | +3.7% | +3.1% | +4.4% |
| 30D | -17.9% | +16.3% | -34.1% | -25.2% |
| 3M | +13.5% | +9.7% | +3.9% | +6.7% |
| 6M | +53.0% | -14.1% | +67.1% | +65.7% |
| YTD | +133.7% | +46.6% | +87.1% | +77.4% |
| 1Y | +115.7% | +56.8% | +58.8% | +55.7% |
| 3Y | +231.9% | -20.4% | +252.3% | +255.1% |
| 5Y | +471.6% | -27.4% | +499.0% | +540.5% |
| All | +480.1% | -5.2% | +485.3% | +392.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling