+145.4%
VLO vs DT
+1.4%
+144.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +23.4% |
| 3M | +53.9% | +24.1% | +29.7% | +49.9% |
| 6M | +81.7% | +30.1% | +51.6% | +75.7% |
| YTD | +142.5% | +16.8% | +125.7% | +138.0% |
| 1Y | +145.4% | -0.1% | +145.5% | +144.6% |
| All | +145.4% | +1.4% | +144.0% | +144.6% |
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