+210.5%
CVX vs DOC
-2.1%
+212.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | +3.3% | -1.5% | +4.8% | +3.9% |
| 30D | +12.9% | -4.8% | +17.6% | +14.6% |
| 3M | +11.7% | +6.9% | +4.8% | +8.7% |
| 6M | +14.1% | +20.7% | -6.6% | +5.0% |
| YTD | +40.7% | +34.1% | +6.5% | +23.9% |
| 1Y | +37.5% | +22.6% | +14.9% | +24.9% |
| 3Y | +43.9% | +20.8% | +23.1% | +28.6% |
| 5Y | +161.5% | -24.9% | +186.3% | +181.1% |
| All | +210.5% | -2.1% | +212.6% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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