+120.6%
VLO vs DRI
+34.0%
+86.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.1% | -10.9% | -4.3% |
| 7D | -6.0% | +6.5% | -12.4% | -4.2% |
| 30D | -12.9% | +16.4% | -29.3% | -9.4% |
| 3M | +18.3% | +13.6% | +4.7% | +22.7% |
| 6M | +46.4% | +22.0% | +24.4% | +54.1% |
| YTD | +127.7% | +29.3% | +98.4% | +140.4% |
| 1Y | +120.6% | +32.0% | +88.6% | +135.3% |
| All | +120.6% | +34.0% | +86.6% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling