+136.8%
CVX vs DT
+103.5%
+33.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | +3.3% | -3.3% | +6.6% | +3.8% |
| 30D | +12.9% | +2.0% | +10.8% | +12.4% |
| 3M | +11.7% | +20.0% | -8.3% | +7.9% |
| 6M | +14.1% | +39.3% | -25.1% | +6.9% |
| YTD | +40.7% | +19.8% | +20.9% | +34.8% |
| 1Y | +37.5% | +4.3% | +33.2% | +34.7% |
| 3Y | +43.9% | +7.7% | +36.2% | +37.9% |
| 5Y | +161.5% | -26.8% | +188.3% | +160.3% |
| All | +136.8% | +103.5% | +33.3% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling