+219.2%
CVX vs DKS
+203.5%
+15.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | +2.6% | -3.0% | +5.6% | +3.1% |
| 30D | +9.8% | -33.4% | +43.2% | +16.7% |
| 3M | +16.2% | -39.4% | +55.6% | +25.4% |
| 6M | +13.6% | -30.1% | +43.7% | +18.5% |
| YTD | +44.4% | -31.0% | +75.3% | +50.6% |
| 1Y | +40.6% | -40.2% | +80.8% | +50.3% |
| 3Y | +48.2% | +30.9% | +17.2% | +30.5% |
| 5Y | +172.3% | +14.0% | +158.2% | +135.3% |
| All | +219.2% | +203.5% | +15.7% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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