+251.6%
ORCL vs CVX
+203.1%
+48.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.0% | +3.4% |
| 7D | +0.5% | -7.5% | +7.9% | +2.5% |
| 30D | -15.3% | -0.6% | -14.7% | -15.3% |
| 3M | -18.2% | +14.0% | -32.2% | -21.4% |
| 6M | -38.4% | +18.1% | -56.6% | -41.7% |
| YTD | -37.7% | +42.2% | -79.9% | -44.5% |
| 1Y | -49.3% | +41.3% | -90.6% | -54.7% |
| 3Y | +10.6% | +68.3% | -57.7% | -7.1% |
| 5Y | +35.5% | +122.0% | -86.5% | +1.1% |
| 10Y | +251.6% | +198.6% | +53.0% | +147.5% |
| All | +251.6% | +203.1% | +48.5% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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