+609.6%
VLO vs DTE
+31.2%
+578.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +4.0% | -2.0% | +6.0% | +4.5% |
| 30D | +19.0% | -2.4% | +21.4% | +19.6% |
| 3M | +50.0% | -7.3% | +57.3% | +52.3% |
| 6M | +79.1% | -7.6% | +86.8% | +81.7% |
| YTD | +140.3% | +5.8% | +134.5% | +134.4% |
| 1Y | +148.3% | +2.3% | +146.0% | +144.3% |
| 3Y | +194.6% | +45.0% | +149.6% | +158.9% |
| 5Y | +609.6% | +33.2% | +576.4% | +537.8% |
| All | +609.6% | +31.2% | +578.4% | +537.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling