+43.5%
CVX vs ROL
-38.8%
+82.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | +1.0% | -3.3% | +4.2% | +1.1% |
| 30D | +10.7% | -7.2% | +17.9% | +10.9% |
| 3M | +15.5% | -27.0% | +42.5% | +16.9% |
| 6M | +14.9% | -39.5% | +54.4% | +17.2% |
| YTD | +44.2% | -41.8% | +86.0% | +48.7% |
| 1Y | +43.5% | -38.9% | +82.4% | +49.3% |
| All | +43.5% | -38.8% | +82.3% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling