+2,667.1%
CVX vs DRI
+7,978.2%
-5,311.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | -9.7% | +2.8% | -12.5% | -10.4% |
| 30D | +3.6% | +13.3% | -9.6% | +0.5% |
| 3M | +13.3% | +8.2% | +5.2% | +10.8% |
| 6M | +16.9% | +17.5% | -0.7% | +11.7% |
| YTD | +43.4% | +26.9% | +16.5% | +33.9% |
| 1Y | +44.5% | +31.6% | +12.9% | +33.5% |
| 3Y | +64.0% | +67.0% | -3.0% | +41.2% |
| 5Y | +126.4% | +72.9% | +53.5% | +90.3% |
| 10Y | +209.4% | +371.3% | -162.0% | +96.8% |
| All | +2,667.1% | +7,978.2% | -5,311.0% | +1,038.5% |
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