+1,348.0%
CVX vs RBA
+4,003.4%
-2,655.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.1% |
| 7D | -9.7% | +4.3% | -14.0% | -10.6% |
| 30D | +3.6% | +16.3% | -12.7% | 0.0% |
| 3M | +13.3% | +1.3% | +12.0% | +12.6% |
| 6M | +16.9% | -11.1% | +28.0% | +18.8% |
| YTD | +43.4% | -8.5% | +51.9% | +43.9% |
| 1Y | +44.5% | -2.1% | +46.6% | +42.6% |
| 3Y | +64.0% | +44.6% | +19.4% | +45.7% |
| 5Y | +126.4% | +36.8% | +89.6% | +99.0% |
| 10Y | +209.4% | +227.3% | -17.9% | +113.5% |
| All | +1,348.0% | +4,003.4% | -2,655.4% | +730.7% |
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