+1,320.7%
CVX vs RBA
+3,565.5%
-2,244.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +3.3% | -2.9% | +6.3% | +4.0% |
| 30D | +12.9% | -12.3% | +25.2% | +16.0% |
| 3M | +11.7% | -20.5% | +32.2% | +16.7% |
| 6M | +14.1% | -18.5% | +32.7% | +18.2% |
| YTD | +40.7% | -18.2% | +58.9% | +45.1% |
| 1Y | +37.5% | -27.5% | +65.0% | +45.5% |
| 3Y | +43.9% | +38.1% | +5.9% | +29.2% |
| 5Y | +161.5% | +44.8% | +116.7% | +126.2% |
| 10Y | +215.1% | +187.1% | +28.0% | +124.3% |
| All | +1,320.7% | +3,565.5% | -2,244.8% | +737.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling