+214.5%
CVX vs RL
+337.1%
-122.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +3.4% | +2.6% | +0.8% | +2.7% |
| 30D | -1.0% | +2.9% | -3.9% | -2.0% |
| 3M | +12.2% | 0.0% | +12.2% | +11.6% |
| 6M | +20.3% | +17.1% | +3.2% | +13.6% |
| YTD | +48.3% | +10.1% | +38.2% | +40.7% |
| 1Y | +46.9% | +17.3% | +29.6% | +36.5% |
| 3Y | +73.1% | +249.3% | -176.2% | +9.9% |
| 5Y | +135.2% | +240.9% | -105.7% | +44.5% |
| All | +214.5% | +337.1% | -122.5% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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