+37.5%
CVX vs DRI
+6.9%
+30.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +3.3% | +0.6% | +2.8% | +3.4% |
| 30D | +12.9% | +3.8% | +9.0% | +13.2% |
| 3M | +11.7% | +13.0% | -1.3% | +12.8% |
| 6M | +14.1% | +8.3% | +5.8% | +15.4% |
| YTD | +40.7% | +20.6% | +20.1% | +40.4% |
| 1Y | +37.5% | +6.5% | +31.0% | +38.8% |
| All | +37.5% | +6.9% | +30.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling