+198.6%
CVX vs RBA
+236.6%
-38.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.5% |
| 7D | -7.5% | +2.5% | -10.0% | -8.1% |
| 30D | -0.6% | +11.6% | -12.1% | -3.5% |
| 3M | +14.0% | +1.5% | +12.5% | +13.1% |
| 6M | +18.1% | -6.6% | +24.8% | +18.7% |
| YTD | +42.2% | -6.3% | +48.4% | +41.6% |
| 1Y | +41.3% | -4.0% | +45.3% | +39.6% |
| 3Y | +68.3% | +47.3% | +21.1% | +43.9% |
| 5Y | +122.0% | +47.7% | +74.4% | +84.4% |
| 10Y | +198.6% | +224.7% | -26.2% | +57.4% |
| All | +198.6% | +236.6% | -38.0% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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