+172.2%
CVX vs DLR
+40.9%
+131.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.0% | +2.9% | -1.9% | +0.8% |
| 30D | +10.7% | -1.2% | +11.8% | +10.7% |
| 3M | +15.5% | +2.9% | +12.6% | +15.1% |
| 6M | +14.9% | +6.7% | +8.2% | +14.1% |
| YTD | +44.2% | +23.9% | +20.3% | +41.2% |
| 1Y | +43.5% | +18.6% | +24.9% | +40.9% |
| 3Y | +45.0% | +59.7% | -14.7% | +37.9% |
| 5Y | +172.2% | +42.1% | +130.1% | +154.5% |
| All | +172.2% | +40.9% | +131.2% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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