+487.9%
VLO vs DT
+76.1%
+411.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.8% |
| 7D | +6.8% | +2.7% | +4.0% | +6.2% |
| 30D | -17.9% | -30.4% | +12.5% | -12.3% |
| 3M | +13.5% | -9.4% | +23.0% | +14.9% |
| 6M | +53.0% | +14.5% | +38.5% | +46.9% |
| YTD | +133.7% | +3.6% | +130.1% | +127.2% |
| 1Y | +115.7% | -3.4% | +119.1% | +112.7% |
| 3Y | +231.9% | -11.1% | +243.0% | +227.6% |
| 5Y | +471.6% | -39.5% | +511.0% | +492.4% |
| All | +487.9% | +76.1% | +411.9% | +290.3% |
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