+221.9%
CVX vs O
+49.9%
+172.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.6% |
| 7D | +1.0% | -2.3% | +3.2% | +2.1% |
| 30D | +10.7% | -2.4% | +13.1% | +11.9% |
| 3M | +15.5% | -0.6% | +16.1% | +15.6% |
| 6M | +14.9% | -5.0% | +19.9% | +17.2% |
| YTD | +44.2% | +10.4% | +33.8% | +36.4% |
| 1Y | +43.5% | +6.6% | +37.0% | +38.0% |
| 3Y | +45.0% | +28.4% | +16.6% | +23.9% |
| 5Y | +172.2% | +15.3% | +156.9% | +142.1% |
| 10Y | +221.9% | +55.3% | +166.6% | +152.9% |
| All | +221.9% | +49.9% | +172.0% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling