+420.0%
VLO vs JD
-58.0%
+477.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | -13.3% | +13.4% | -26.7% | -13.9% |
| 30D | -18.3% | +7.7% | -26.0% | -18.7% |
| 3M | +14.3% | -11.3% | +25.6% | +15.1% |
| 6M | +47.6% | -5.1% | +52.8% | +47.8% |
| YTD | +116.0% | +5.0% | +110.9% | +114.4% |
| 1Y | +101.0% | -5.6% | +106.6% | +101.1% |
| 3Y | +199.0% | +17.8% | +181.3% | +195.0% |
| All | +420.0% | -58.0% | +477.9% | +424.2% |
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