+198.8%
CVX vs DIS
+36.4%
+162.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -6.2% | +4.4% | -10.6% | -7.9% |
| 30D | -0.4% | +10.3% | -10.7% | -4.3% |
| 3M | +9.3% | +15.5% | -6.2% | +2.7% |
| 6M | +18.4% | +11.2% | +7.2% | +12.3% |
| YTD | +42.5% | +5.6% | +36.9% | +36.9% |
| 1Y | +41.0% | +7.7% | +33.3% | +33.8% |
| 3Y | +67.5% | +39.3% | +28.2% | +36.9% |
| 5Y | +126.1% | -29.5% | +155.6% | +152.4% |
| 10Y | +198.8% | +36.3% | +162.5% | +137.5% |
| All | +198.8% | +36.4% | +162.4% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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