+743.6%
VLO vs DRI
+370.8%
+372.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.3% |
| 7D | -6.5% | +3.1% | -9.6% | -7.9% |
| 30D | -17.8% | +16.2% | -34.0% | -23.3% |
| 3M | +19.6% | +8.4% | +11.2% | +14.3% |
| 6M | +49.3% | +19.0% | +30.3% | +35.5% |
| YTD | +122.4% | +28.8% | +93.6% | +92.1% |
| 1Y | +107.4% | +33.1% | +74.3% | +75.7% |
| 3Y | +223.1% | +70.8% | +152.3% | +135.4% |
| 5Y | +432.2% | +74.2% | +358.0% | +272.1% |
| 10Y | +743.6% | +345.5% | +398.1% | +298.0% |
| All | +743.6% | +370.8% | +372.9% | +298.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling