+199.0%
VLO vs DRI
+66.4%
+132.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.3% |
| 7D | -13.3% | +2.8% | -16.1% | -13.5% |
| 30D | -18.3% | +13.3% | -31.6% | -19.3% |
| 3M | +14.3% | +8.2% | +6.2% | +13.2% |
| 6M | +47.6% | +17.5% | +30.1% | +43.9% |
| YTD | +116.0% | +26.9% | +89.1% | +105.1% |
| 1Y | +101.0% | +31.6% | +69.4% | +88.8% |
| 3Y | +199.0% | +67.0% | +132.1% | +158.0% |
| All | +199.0% | +66.4% | +132.6% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling