+172.2%
CVX vs DKS
+15.5%
+156.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +1.0% | -2.9% | +3.9% | +1.2% |
| 30D | +10.7% | -37.7% | +48.4% | +15.3% |
| 3M | +15.5% | -38.9% | +54.4% | +20.4% |
| 6M | +14.9% | -31.1% | +46.0% | +17.6% |
| YTD | +44.2% | -31.8% | +76.0% | +47.6% |
| 1Y | +43.5% | -38.0% | +81.6% | +48.4% |
| 3Y | +45.0% | +28.6% | +16.3% | +35.7% |
| 5Y | +172.2% | +12.5% | +159.6% | +158.9% |
| All | +172.2% | +15.5% | +156.7% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling