+2,998.2%
CVX vs DAR
+1,762.6%
+1,235.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +3.3% | +1.4% | +2.0% | +3.2% |
| 30D | +12.9% | +12.8% | +0.1% | +11.8% |
| 3M | +11.7% | +7.4% | +4.4% | +11.0% |
| 6M | +14.1% | +22.3% | -8.1% | +12.3% |
| YTD | +40.7% | +81.1% | -40.4% | +34.1% |
| 1Y | +37.5% | +106.5% | -69.0% | +29.5% |
| 3Y | +43.9% | +5.3% | +38.6% | +41.3% |
| 5Y | +161.5% | -11.5% | +173.0% | +158.8% |
| 10Y | +215.1% | +353.3% | -138.2% | +180.9% |
| All | +2,998.2% | +1,762.6% | +1,235.6% | +2,525.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling