+21,189.0%
VLO vs DVA
+5,081.6%
+16,107.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +3.6% |
| 7D | +5.8% | +2.2% | +3.5% | +5.3% |
| 30D | +28.3% | -2.0% | +30.4% | +28.7% |
| 3M | +48.7% | -6.3% | +55.0% | +49.7% |
| 6M | +71.9% | +19.4% | +52.5% | +64.5% |
| YTD | +138.7% | +58.5% | +80.2% | +116.1% |
| 1Y | +148.5% | +33.9% | +114.6% | +131.4% |
| 3Y | +192.7% | +88.4% | +104.2% | +152.0% |
| 5Y | +601.6% | +39.5% | +562.1% | +522.2% |
| 10Y | +900.2% | +179.5% | +720.7% | +678.6% |
| All | +21,189.0% | +5,081.6% | +16,107.4% | +13,055.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling