+219.2%
CVX vs OMC
+34.2%
+185.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +2.6% | -4.4% | +7.0% | +4.4% |
| 30D | +9.8% | -7.6% | +17.4% | +13.0% |
| 3M | +16.2% | +4.5% | +11.7% | +12.7% |
| 6M | +13.6% | -0.3% | +13.9% | +11.9% |
| YTD | +44.4% | -0.1% | +44.5% | +40.0% |
| 1Y | +40.6% | +4.6% | +36.0% | +32.4% |
| 3Y | +48.2% | +10.5% | +37.7% | +31.0% |
| 5Y | +172.3% | +31.7% | +140.6% | +105.4% |
| All | +219.2% | +34.2% | +185.0% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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