+154.6%
CVX vs DOCN
+74.7%
+79.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | -9.7% | -19.2% | +9.4% | -9.0% |
| 30D | +3.6% | -43.1% | +46.7% | +5.6% |
| 3M | +13.3% | -40.7% | +54.0% | +15.0% |
| 6M | +16.9% | -55.0% | +71.9% | +19.6% |
| YTD | +43.4% | +50.6% | -7.2% | +36.1% |
| 1Y | +44.5% | +54.0% | -9.5% | +36.9% |
| 3Y | +64.0% | +203.9% | -139.9% | +47.4% |
| 5Y | +126.4% | -29.4% | +155.8% | +107.0% |
| All | +154.6% | +74.7% | +79.9% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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