+214.5%
CVX vs DRI
+331.7%
-117.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | +3.4% | +1.1% | +2.4% | +3.1% |
| 30D | -1.0% | +9.7% | -10.7% | -4.2% |
| 3M | +12.2% | +3.2% | +9.0% | +10.4% |
| 6M | +20.3% | +20.6% | -0.2% | +11.7% |
| YTD | +48.3% | +28.3% | +20.1% | +33.4% |
| 1Y | +46.9% | +34.5% | +12.4% | +29.7% |
| 3Y | +73.1% | +66.5% | +6.6% | +37.8% |
| 5Y | +135.2% | +79.6% | +55.6% | +76.8% |
| All | +214.5% | +331.7% | -117.2% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling