+221.9%
CVX vs DRI
+348.4%
-126.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.5% |
| 7D | +1.0% | -4.8% | +5.8% | +2.6% |
| 30D | +10.7% | -3.9% | +14.6% | +12.0% |
| 3M | +15.5% | +5.1% | +10.4% | +12.9% |
| 6M | +14.9% | +5.5% | +9.4% | +11.5% |
| YTD | +44.2% | +16.5% | +27.7% | +34.6% |
| 1Y | +43.5% | +2.0% | +41.5% | +39.9% |
| 3Y | +45.0% | +54.5% | -9.5% | +18.6% |
| 5Y | +172.2% | +66.6% | +105.6% | +110.0% |
| 10Y | +221.9% | +353.6% | -131.7% | +56.4% |
| All | +221.9% | +348.4% | -126.5% | +56.4% |
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