+1,521.5%
CVX vs RL
+1,366.2%
+155.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.7% |
| 7D | +3.3% | -0.8% | +4.1% | +3.5% |
| 30D | +12.9% | -7.8% | +20.6% | +14.8% |
| 3M | +11.7% | -4.0% | +15.7% | +12.1% |
| 6M | +14.1% | -1.9% | +16.0% | +12.9% |
| YTD | +40.7% | -0.2% | +40.9% | +38.3% |
| 1Y | +37.5% | +10.7% | +26.8% | +31.7% |
| 3Y | +43.9% | +210.8% | -166.8% | +6.3% |
| 5Y | +161.5% | +238.2% | -76.8% | +84.2% |
| 10Y | +215.1% | +313.4% | -98.3% | +102.9% |
| All | +1,521.5% | +1,366.2% | +155.3% | +728.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling