+103.3%
VLO vs JD
-6.7%
+110.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +2.4% |
| 7D | -6.5% | +7.9% | -14.4% | -4.9% |
| 30D | -17.8% | +4.8% | -22.5% | -16.6% |
| 3M | +19.6% | -13.9% | +33.5% | +18.1% |
| 6M | +49.3% | -5.8% | +55.1% | +47.9% |
| YTD | +122.4% | +2.4% | +120.0% | +126.3% |
| All | +103.3% | -6.7% | +110.0% | +108.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling