+165.5%
CVX vs RGTI
+53.9%
+111.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +1.9% |
| 7D | +1.0% | +2.5% | -1.5% | +0.9% |
| 30D | +10.7% | -13.7% | +24.3% | +10.8% |
| 3M | +15.5% | -22.6% | +38.1% | +15.7% |
| 6M | +14.9% | -13.4% | +28.3% | +14.7% |
| YTD | +44.2% | -31.2% | +75.4% | +44.3% |
| 1Y | +43.5% | -7.6% | +51.2% | +42.6% |
| 3Y | +45.0% | +669.7% | -624.7% | +33.7% |
| 5Y | +172.2% | +57.0% | +115.1% | +153.7% |
| All | +165.5% | +53.9% | +111.6% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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