+35,889.1%
VLO vs DTE
+3,490.8%
+32,398.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | +22.6% | -2.6% | +25.2% | +24.2% |
| 3M | +43.8% | -3.9% | +47.7% | +46.2% |
| 6M | +65.7% | -7.9% | +73.7% | +71.7% |
| YTD | +131.1% | +7.2% | +123.9% | +119.8% |
| 1Y | +143.6% | +3.1% | +140.6% | +136.1% |
| 3Y | +201.4% | +47.6% | +153.8% | +133.6% |
| 5Y | +568.9% | +32.7% | +536.2% | +439.9% |
| 10Y | +891.8% | +138.8% | +753.1% | +480.7% |
| All | +35,889.1% | +3,490.8% | +32,398.3% | +7,508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling