+198.8%
CVX vs ROL
+211.1%
-12.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -6.2% | +3.4% | -9.6% | -7.0% |
| 30D | -0.4% | +20.8% | -21.1% | -4.6% |
| 3M | +9.3% | +3.7% | +5.6% | +8.1% |
| 6M | +18.4% | -27.7% | +46.0% | +26.9% |
| YTD | +42.5% | -34.9% | +77.4% | +56.1% |
| 1Y | +41.0% | -33.3% | +74.4% | +53.5% |
| 3Y | +67.5% | +4.3% | +63.2% | +59.6% |
| 5Y | +126.1% | +15.0% | +111.1% | +104.7% |
| 10Y | +198.8% | +214.7% | -15.9% | +85.0% |
| All | +198.8% | +211.1% | -12.3% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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