+41.9%
CVX vs ROL
+7.0%
+34.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +3.3% | -1.4% | +4.8% | +3.4% |
| 30D | +12.9% | -4.1% | +17.0% | +13.1% |
| 3M | +11.7% | -22.5% | +34.2% | +13.0% |
| 6M | +14.1% | -37.7% | +51.8% | +16.6% |
| YTD | +40.7% | -39.6% | +80.3% | +44.1% |
| 1Y | +37.5% | -36.0% | +73.5% | +40.5% |
| All | +41.9% | +7.0% | +34.9% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling