+924.9%
VLO vs DVA
+187.8%
+737.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.3% | -1.3% | +6.6% | +5.6% |
| 30D | +18.2% | 0.0% | +18.2% | +18.1% |
| 3M | +53.3% | -10.9% | +64.3% | +56.8% |
| 6M | +70.4% | +17.3% | +53.2% | +59.9% |
| YTD | +143.4% | +59.8% | +83.6% | +107.1% |
| 1Y | +153.0% | +36.3% | +116.7% | +124.8% |
| 3Y | +195.0% | +88.6% | +106.4% | +127.9% |
| 5Y | +618.8% | +47.5% | +571.2% | +480.0% |
| All | +924.9% | +187.8% | +737.1% | +541.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling