-41.1%
DIS vs VLO
+567.8%
-608.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | +5.2% | -7.8% | -3.4% |
| 30D | +3.5% | +22.6% | -19.1% | -0.2% |
| 3M | +6.8% | +43.8% | -36.9% | -0.2% |
| 6M | +3.0% | +65.7% | -62.8% | -7.4% |
| YTD | -6.7% | +131.1% | -137.8% | -22.4% |
| 1Y | -10.1% | +143.6% | -153.7% | -26.4% |
| 3Y | +33.0% | +201.4% | -168.3% | +1.7% |
| All | -41.1% | +567.8% | -608.8% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling