+221.9%
CVX vs DAR
+364.6%
-142.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +10.7% | +7.4% | +3.2% | +7.7% |
| 3M | +15.5% | +15.7% | -0.2% | +9.3% |
| 6M | +14.9% | +30.0% | -15.1% | +4.0% |
| YTD | +44.2% | +87.5% | -43.3% | +14.3% |
| 1Y | +43.5% | +113.4% | -69.9% | +7.4% |
| 3Y | +45.0% | +15.3% | +29.7% | +29.6% |
| 5Y | +172.2% | -4.3% | +176.5% | +148.9% |
| 10Y | +221.9% | +380.2% | -158.3% | +36.9% |
| All | +221.9% | +364.6% | -142.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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