+155.4%
CVX vs DOCN
+110.0%
+45.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.6% | -8.6% | +0.6% |
| 7D | -1.7% | +3.7% | -5.4% | -1.9% |
| 30D | -0.8% | -33.7% | +32.9% | +0.5% |
| 3M | +9.4% | -27.9% | +37.3% | +10.2% |
| 6M | +17.5% | -46.4% | +64.0% | +19.5% |
| YTD | +43.8% | +81.1% | -37.3% | +35.6% |
| 1Y | +41.9% | +74.3% | -32.4% | +34.0% |
| 3Y | +69.1% | +245.8% | -176.7% | +51.4% |
| 5Y | +128.3% | -23.7% | +152.0% | +107.8% |
| All | +155.4% | +110.0% | +45.4% | +130.7% |
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