+509.9%
VLO vs DT
+98.4%
+411.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +6.2% | -0.5% | +6.8% | +6.3% |
| 30D | +23.5% | +0.1% | +23.4% | +23.3% |
| 3M | +53.9% | +24.1% | +29.7% | +46.6% |
| 6M | +81.7% | +30.1% | +51.6% | +70.5% |
| YTD | +142.5% | +16.8% | +125.7% | +131.7% |
| 1Y | +145.4% | -0.1% | +145.5% | +141.7% |
| 3Y | +197.3% | +6.8% | +190.5% | +184.3% |
| 5Y | +614.6% | -28.4% | +643.0% | +616.1% |
| All | +509.9% | +98.4% | +411.5% | +298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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