+896.9%
VLO vs JD
+52.8%
+844.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | -13.3% | +13.4% | -26.7% | -14.8% |
| 30D | -18.3% | +7.7% | -26.0% | -19.2% |
| 3M | +14.3% | -11.3% | +25.6% | +15.8% |
| 6M | +47.6% | -5.1% | +52.8% | +48.0% |
| YTD | +116.0% | +5.0% | +110.9% | +112.6% |
| 1Y | +101.0% | -5.6% | +106.6% | +100.8% |
| 3Y | +199.0% | +17.8% | +181.3% | +182.7% |
| 5Y | +419.0% | -57.2% | +476.2% | +438.6% |
| 10Y | +778.2% | +34.8% | +743.4% | +552.7% |
| All | +896.9% | +52.8% | +844.2% | +633.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling