+6.2%
DIA vs VLO
+49.9%
-43.7%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.7% |
| 7D | -1.6% | -0.4% | -1.2% | -1.7% |
| 30D | +1.3% | -16.6% | +17.9% | +0.1% |
| 3M | -2.1% | +12.3% | -14.3% | -1.0% |
| 6M | +6.2% | +47.8% | -41.6% | +9.9% |
| All | +6.2% | +49.9% | -43.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 6mo: compounded portfolio wealth divided by compounded VLO 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…
6mo analysis · Full analysis span regression · 6 months rolling