+560.5%
VLO vs JD
-60.2%
+620.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +5.2% | -1.7% | +6.9% | +5.3% |
| 30D | +22.6% | -13.2% | +35.7% | +23.7% |
| 3M | +43.8% | -3.2% | +47.0% | +43.9% |
| 6M | +65.7% | +15.2% | +50.5% | +63.3% |
| YTD | +131.1% | +2.0% | +129.1% | +129.8% |
| 1Y | +143.6% | -5.4% | +149.0% | +143.5% |
| 3Y | +201.4% | -9.1% | +210.5% | +200.2% |
| All | +560.5% | -60.2% | +620.7% | +600.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling