+2,675.8%
CVX vs DRI
+8,070.6%
-5,394.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -0.8% | +14.7% | -15.5% | -4.1% |
| 3M | +9.4% | +5.4% | +4.0% | +7.6% |
| 6M | +17.5% | +18.8% | -1.3% | +12.0% |
| YTD | +43.8% | +28.4% | +15.5% | +33.9% |
| 1Y | +41.9% | +37.7% | +4.2% | +29.7% |
| 3Y | +69.1% | +68.0% | +1.2% | +45.5% |
| 5Y | +128.3% | +78.8% | +49.5% | +90.3% |
| 10Y | +204.9% | +334.2% | -129.2% | +96.9% |
| All | +2,675.8% | +8,070.6% | -5,394.8% | +1,039.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling