+36.6%
DIS vs VLO
+791.1%
-754.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -0.9% | +1.3% |
| 7D | +5.3% | -6.5% | +11.8% | +7.0% |
| 30D | +10.2% | -17.8% | +28.0% | +15.4% |
| 3M | +13.5% | +19.6% | -6.0% | +7.2% |
| 6M | +11.1% | +49.3% | -38.1% | -2.0% |
| YTD | +5.5% | +122.4% | -116.9% | -18.2% |
| 1Y | +9.1% | +107.4% | -98.3% | -13.8% |
| 3Y | +36.0% | +223.1% | -187.1% | -8.0% |
| 5Y | -29.8% | +432.2% | -462.1% | -61.4% |
| 10Y | +36.6% | +743.6% | -707.0% | -40.2% |
| All | +36.6% | +791.1% | -754.4% | -40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling