+193.8%
VLO vs DVA
+91.2%
+102.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | +6.2% | +2.0% | +4.2% | +6.1% |
| 30D | +23.5% | -0.4% | +23.9% | +23.5% |
| 3M | +53.9% | -7.7% | +61.5% | +54.7% |
| 6M | +81.7% | +20.0% | +61.7% | +77.4% |
| YTD | +142.5% | +61.1% | +81.4% | +124.9% |
| 1Y | +145.4% | +33.9% | +111.6% | +133.4% |
| All | +193.8% | +91.2% | +102.7% | +166.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling