+38.0%
DIS vs VLO
+221.8%
-183.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.1% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | +10.3% | -16.6% | +26.9% | +12.6% |
| 3M | +15.6% | +12.3% | +3.3% | +12.7% |
| 6M | +15.1% | +47.8% | -32.7% | +6.6% |
| YTD | +6.0% | +126.7% | -120.8% | -13.8% |
| 1Y | +5.7% | +105.4% | -99.7% | -11.7% |
| All | +38.0% | +221.8% | -183.9% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling