+133.6%
CVX vs DOC
-22.8%
+156.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.2% |
| 7D | -5.3% | +8.7% | -14.1% | -6.7% |
| 30D | +5.1% | +7.6% | -2.6% | +3.7% |
| 3M | +14.9% | -5.3% | +20.2% | +15.8% |
| 6M | +14.9% | +27.6% | -12.7% | +8.4% |
| YTD | +46.3% | +32.4% | +13.9% | +36.2% |
| 1Y | +47.0% | +22.9% | +24.2% | +39.4% |
| 3Y | +66.6% | +43.1% | +23.5% | +49.7% |
| 5Y | +133.6% | -21.4% | +154.9% | +144.0% |
| All | +133.6% | -22.8% | +156.4% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling