+42.2%
CVX vs DT
+3.8%
+38.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | -0.6% | -4.9% | +4.3% | -0.2% |
| 30D | +13.4% | +2.7% | +10.7% | +13.1% |
| 3M | +11.8% | +20.0% | -8.1% | +9.8% |
| 6M | +12.4% | +28.0% | -15.6% | +9.3% |
| YTD | +41.5% | +16.0% | +25.5% | +39.0% |
| 1Y | +41.6% | +0.7% | +40.9% | +41.6% |
| 3Y | +42.2% | +6.2% | +36.1% | +38.9% |
| All | +42.2% | +3.8% | +38.4% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling