+21,959.5%
VLO vs DRI
+7,978.2%
+13,981.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.0% |
| 7D | -13.3% | +2.8% | -16.1% | -14.2% |
| 30D | -18.3% | +13.3% | -31.6% | -21.6% |
| 3M | +14.3% | +8.2% | +6.2% | +10.8% |
| 6M | +47.6% | +17.5% | +30.1% | +38.5% |
| YTD | +116.0% | +26.9% | +89.1% | +96.2% |
| 1Y | +101.0% | +31.6% | +69.4% | +80.0% |
| 3Y | +199.0% | +67.0% | +132.1% | +144.1% |
| 5Y | +419.0% | +72.9% | +346.1% | +311.8% |
| 10Y | +778.2% | +371.3% | +406.9% | +400.3% |
| All | +21,959.5% | +7,978.2% | +13,981.3% | +7,825.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling