+2,614.9%
CVX vs DRI
+7,577.6%
-4,962.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +3.3% | +0.6% | +2.8% | +3.2% |
| 30D | +12.9% | +3.8% | +9.0% | +11.8% |
| 3M | +11.7% | +13.0% | -1.3% | +8.2% |
| 6M | +14.1% | +8.3% | +5.8% | +11.2% |
| YTD | +40.7% | +20.6% | +20.1% | +33.3% |
| 1Y | +37.5% | +6.5% | +31.0% | +33.9% |
| 3Y | +43.9% | +53.7% | -9.8% | +26.7% |
| 5Y | +161.5% | +72.7% | +88.8% | +120.1% |
| 10Y | +215.1% | +363.2% | -148.0% | +102.2% |
| All | +2,614.9% | +7,577.6% | -4,962.7% | +1,033.7% |
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