+217.2%
CVX vs ROK
+350.4%
-133.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +0.7% | -1.6% | +2.3% | +1.3% |
| 30D | +9.1% | -5.4% | +14.6% | +11.5% |
| 3M | +13.1% | -4.0% | +17.0% | +13.7% |
| 6M | +16.3% | +13.3% | +2.9% | +7.2% |
| YTD | +43.5% | +9.3% | +34.1% | +33.6% |
| 1Y | +40.2% | +25.8% | +14.3% | +21.7% |
| 3Y | +44.2% | +49.1% | -4.9% | +9.5% |
| 5Y | +170.6% | +45.9% | +124.8% | +97.9% |
| All | +217.2% | +350.4% | -133.2% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling