+47.0%
CVX vs ROK
+25.3%
+21.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.8% |
| 7D | -5.3% | 0.0% | -5.4% | -5.3% |
| 30D | +5.1% | -2.5% | +7.6% | +4.7% |
| 3M | +14.9% | 0.0% | +14.9% | +15.1% |
| 6M | +14.9% | +11.6% | +3.3% | +16.4% |
| YTD | +46.3% | +15.2% | +31.1% | +50.5% |
| 1Y | +47.0% | +25.0% | +22.0% | +52.4% |
| All | +47.0% | +25.3% | +21.7% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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