+601.6%
VLO vs DT
-28.6%
+630.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +3.7% |
| 7D | +5.8% | -4.9% | +10.6% | +6.5% |
| 30D | +28.3% | +2.7% | +25.6% | +27.7% |
| 3M | +48.7% | +20.0% | +28.8% | +44.3% |
| 6M | +71.9% | +28.0% | +43.9% | +64.5% |
| YTD | +138.7% | +16.0% | +122.6% | +131.2% |
| 1Y | +148.5% | +0.7% | +147.7% | +145.7% |
| 3Y | +192.7% | +6.2% | +186.5% | +183.9% |
| 5Y | +601.6% | -28.1% | +629.8% | +605.7% |
| All | +601.6% | -28.6% | +630.2% | +605.7% |
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