+124.0%
CVX vs DRI
+73.9%
+50.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | -9.7% | +2.8% | -12.5% | -10.1% |
| 30D | +3.6% | +13.3% | -9.6% | +1.9% |
| 3M | +13.3% | +8.2% | +5.2% | +11.9% |
| 6M | +16.9% | +17.5% | -0.7% | +13.8% |
| YTD | +43.4% | +26.9% | +16.5% | +37.1% |
| 1Y | +44.5% | +31.6% | +12.9% | +37.1% |
| 3Y | +64.0% | +67.0% | -3.0% | +48.4% |
| All | +124.0% | +73.9% | +50.1% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling