+1,308.6%
CVX vs DKS
+6,292.4%
-4,983.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | +3.3% | +3.0% | +0.3% | +2.7% |
| 30D | +12.9% | -30.5% | +43.4% | +19.4% |
| 3M | +11.7% | -35.7% | +47.4% | +19.6% |
| 6M | +14.1% | -29.7% | +43.8% | +19.3% |
| YTD | +40.7% | -28.9% | +69.5% | +46.4% |
| 1Y | +37.5% | -35.9% | +73.4% | +45.5% |
| 3Y | +43.9% | +28.2% | +15.8% | +28.2% |
| 5Y | +161.5% | +11.8% | +149.6% | +128.6% |
| 10Y | +215.1% | +211.6% | +3.5% | +97.6% |
| All | +1,308.6% | +6,292.4% | -4,983.8% | +462.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling