+839.0%
CVX vs DLR
+3,523.8%
-2,684.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | +1.6% | +5.0% | -3.4% | +0.4% |
| 30D | -0.6% | +3.0% | -3.6% | -1.5% |
| 3M | +11.0% | -6.3% | +17.3% | +12.4% |
| 6M | +18.4% | -4.8% | +23.2% | +18.8% |
| YTD | +45.9% | +21.0% | +24.9% | +37.1% |
| 1Y | +46.7% | +15.1% | +31.5% | +39.5% |
| 3Y | +71.6% | +56.0% | +15.6% | +47.6% |
| 5Y | +131.4% | +39.1% | +92.3% | +99.7% |
| 10Y | +209.3% | +193.3% | +16.1% | +108.2% |
| All | +839.0% | +3,523.8% | -2,684.8% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling