+143.6%
VLO vs DVA
+35.1%
+108.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +5.2% | +1.8% | +3.4% | +5.2% |
| 30D | +22.6% | -2.5% | +25.1% | +22.7% |
| 3M | +43.8% | -4.3% | +48.0% | +44.5% |
| 6M | +65.7% | +18.9% | +46.9% | +66.1% |
| YTD | +131.1% | +61.9% | +69.2% | +116.4% |
| 1Y | +143.6% | +35.7% | +107.9% | +132.0% |
| All | +143.6% | +35.1% | +108.5% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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