+153.0%
VLO vs DTE
+1.0%
+152.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.2% |
| 7D | +5.3% | -2.6% | +7.9% | +5.0% |
| 30D | +18.2% | -4.4% | +22.6% | +17.6% |
| 3M | +53.3% | -8.3% | +61.7% | +51.6% |
| 6M | +70.4% | -8.1% | +78.5% | +68.3% |
| YTD | +143.4% | +4.4% | +139.0% | +139.5% |
| 1Y | +153.0% | +0.2% | +152.8% | +150.9% |
| All | +153.0% | +1.0% | +152.0% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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