+105.4%
VLO vs DT
-4.9%
+110.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.6% |
| 7D | -0.4% | -5.4% | +5.0% | 0.0% |
| 30D | -16.6% | -32.2% | +15.6% | -14.1% |
| 3M | +12.3% | -10.9% | +23.2% | +12.7% |
| 6M | +47.8% | +10.0% | +37.9% | +44.2% |
| YTD | +126.7% | +2.1% | +124.7% | +127.4% |
| 1Y | +105.4% | -5.5% | +110.9% | +117.4% |
| All | +105.4% | -4.9% | +110.3% | +117.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling