+869.5%
VLO vs JD
+21.4%
+848.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | +5.2% | -1.7% | +6.9% | +5.4% |
| 30D | +22.6% | -13.2% | +35.7% | +24.6% |
| 3M | +43.8% | -3.2% | +47.0% | +44.1% |
| 6M | +65.7% | +15.2% | +50.5% | +61.7% |
| YTD | +131.1% | +2.0% | +129.1% | +128.9% |
| 1Y | +143.6% | -5.4% | +149.0% | +143.3% |
| 3Y | +201.4% | -9.1% | +210.5% | +196.0% |
| 5Y | +568.9% | -59.6% | +628.5% | +603.9% |
| All | +869.5% | +21.4% | +848.1% | +590.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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