+495.6%
VLO vs DT
+75.7%
+419.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +9.6% | +3.1% | +6.5% | +9.0% |
| 30D | -17.4% | -29.5% | +12.1% | -12.0% |
| 3M | +10.8% | -11.7% | +22.5% | +12.6% |
| 6M | +56.9% | +29.0% | +28.0% | +47.3% |
| YTD | +136.8% | +3.4% | +133.4% | +130.2% |
| 1Y | +120.7% | -4.2% | +124.9% | +118.0% |
| 3Y | +231.9% | -12.8% | +244.8% | +228.9% |
| 5Y | +479.0% | -39.6% | +518.6% | +500.4% |
| All | +495.6% | +75.7% | +419.9% | +295.5% |
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