+416.9%
VLO vs DT
-43.4%
+460.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -13.3% | -24.7% | +11.4% | -10.1% |
| 30D | -18.3% | -27.4% | +9.1% | -14.9% |
| 3M | +14.3% | -11.1% | +25.5% | +15.5% |
| 6M | +47.6% | +13.7% | +33.9% | +43.1% |
| YTD | +116.0% | +0.2% | +115.7% | +112.4% |
| 1Y | +101.0% | -5.7% | +106.7% | +99.6% |
| 3Y | +199.0% | -8.1% | +207.1% | +194.7% |
| All | +416.9% | -43.4% | +460.3% | +436.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling