+363.4%
ORCL vs CVX
+209.5%
+153.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +15.0% | -0.6% | +15.6% | +15.2% |
| 30D | +10.5% | +13.4% | -2.9% | +6.7% |
| 3M | -23.0% | +11.8% | -34.8% | -25.7% |
| 6M | +7.0% | +12.4% | -5.4% | +2.7% |
| YTD | -15.8% | +41.5% | -57.3% | -24.7% |
| 1Y | -31.1% | +41.6% | -72.7% | -38.4% |
| 3Y | +33.3% | +42.2% | -9.0% | +17.4% |
| 5Y | +94.3% | +166.0% | -71.7% | +36.7% |
| 10Y | +363.4% | +207.2% | +156.2% | +202.6% |
| All | +363.4% | +209.5% | +153.8% | +202.6% |
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