+207.2%
CVX vs RL
+304.3%
-97.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | -0.6% | +1.9% | -2.5% | -1.1% |
| 30D | +13.4% | -12.2% | +25.7% | +17.3% |
| 3M | +11.8% | -6.6% | +18.5% | +13.1% |
| 6M | +12.4% | +3.2% | +9.3% | +9.3% |
| YTD | +41.5% | -1.3% | +42.8% | +38.8% |
| 1Y | +41.6% | +13.6% | +28.0% | +32.6% |
| 3Y | +42.2% | +210.9% | -168.6% | -6.5% |
| 5Y | +166.0% | +246.9% | -80.9% | +60.6% |
| 10Y | +207.2% | +310.1% | -102.9% | +62.7% |
| All | +207.2% | +304.3% | -97.1% | +62.7% |
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