+203.4%
CVX vs DOC
+15.7%
+187.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -9.7% | +6.5% | -16.2% | -11.7% |
| 30D | +3.6% | +9.2% | -5.5% | +0.4% |
| 3M | +13.3% | -2.5% | +15.8% | +13.8% |
| 6M | +16.9% | +7.1% | +9.8% | +13.1% |
| YTD | +43.4% | +33.0% | +10.4% | +26.2% |
| 1Y | +44.5% | +23.3% | +21.2% | +30.8% |
| 3Y | +64.0% | +44.9% | +19.0% | +35.6% |
| 5Y | +126.4% | -21.6% | +148.0% | +138.3% |
| All | +203.4% | +15.7% | +187.7% | +172.0% |
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