+778.9%
VLO vs DRI
+330.2%
+448.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.3% |
| 7D | +6.8% | -0.3% | +7.1% | +6.9% |
| 30D | -17.9% | +10.8% | -28.7% | -21.8% |
| 3M | +13.5% | +0.9% | +12.6% | +12.1% |
| 6M | +53.0% | +16.3% | +36.7% | +40.4% |
| YTD | +133.7% | +27.8% | +106.0% | +102.5% |
| 1Y | +115.7% | +33.9% | +81.8% | +82.2% |
| 3Y | +231.9% | +67.2% | +164.7% | +144.2% |
| 5Y | +471.6% | +79.0% | +392.6% | +293.5% |
| All | +778.9% | +330.2% | +448.7% | +317.3% |
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 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