+805.4%
CVX vs DLR
+3,595.7%
-2,790.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +3.3% | +1.6% | +1.8% | +2.9% |
| 30D | +12.9% | -3.4% | +16.2% | +13.7% |
| 3M | +11.7% | +0.5% | +11.2% | +11.0% |
| 6M | +14.1% | +4.6% | +9.6% | +11.9% |
| YTD | +40.7% | +23.4% | +17.3% | +32.0% |
| 1Y | +37.5% | +19.0% | +18.5% | +29.8% |
| 3Y | +43.9% | +56.5% | -12.6% | +23.7% |
| 5Y | +161.5% | +33.3% | +128.1% | +128.7% |
| 10Y | +215.1% | +165.1% | +50.0% | +118.6% |
| All | +805.4% | +3,595.7% | -2,790.2% | +207.7% |
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