+195.5%
VLO vs DT
+8.9%
+186.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +5.2% | -3.3% | +8.5% | +5.8% |
| 30D | +22.6% | +2.0% | +20.6% | +22.0% |
| 3M | +43.8% | +20.0% | +23.8% | +38.7% |
| 6M | +65.7% | +39.3% | +26.5% | +54.8% |
| YTD | +131.1% | +19.8% | +111.3% | +122.1% |
| 1Y | +143.6% | +4.3% | +139.4% | +141.0% |
| All | +195.5% | +8.9% | +186.6% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling