+481.3%
VLO vs DT
+103.5%
+377.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +5.2% | -3.3% | +8.5% | +5.9% |
| 30D | +22.6% | +2.0% | +20.6% | +22.0% |
| 3M | +43.8% | +20.0% | +23.8% | +38.0% |
| 6M | +65.7% | +39.3% | +26.5% | +53.5% |
| YTD | +131.1% | +19.8% | +111.3% | +119.8% |
| 1Y | +143.6% | +4.3% | +139.4% | +138.0% |
| 3Y | +201.4% | +7.7% | +193.7% | +187.8% |
| 5Y | +568.9% | -26.8% | +595.7% | +568.0% |
| All | +481.3% | +103.5% | +377.8% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling