+609.6%
VLO vs DVA
+40.8%
+568.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | +19.0% | +1.7% | +17.3% | +18.7% |
| 3M | +50.0% | -8.7% | +58.6% | +51.2% |
| 6M | +79.1% | +19.7% | +59.5% | +73.4% |
| YTD | +140.3% | +59.6% | +80.7% | +120.8% |
| 1Y | +148.3% | +37.1% | +111.2% | +133.3% |
| 3Y | +194.6% | +89.8% | +104.9% | +159.3% |
| 5Y | +609.6% | +47.4% | +562.2% | +562.5% |
| All | +609.6% | +40.8% | +568.7% | +562.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling