+43.5%
CVX vs RL
+9.8%
+33.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.3% | +1.4% |
| 7D | +1.0% | -0.3% | +1.2% | +0.9% |
| 30D | +10.7% | -17.5% | +28.2% | +7.6% |
| 3M | +15.5% | -14.0% | +29.5% | +13.2% |
| 6M | +14.9% | -2.0% | +16.9% | +14.9% |
| YTD | +44.2% | -4.6% | +48.8% | +43.7% |
| 1Y | +43.5% | +9.5% | +34.0% | +41.2% |
| All | +43.5% | +9.8% | +33.7% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling