+126.8%
CVX vs DOCN
-34.6%
+161.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -15.9% | +14.0% | -1.2% |
| 7D | -8.0% | -29.3% | +21.3% | -6.9% |
| 30D | +2.6% | -46.0% | +48.6% | +4.8% |
| 3M | +15.2% | -43.2% | +58.4% | +17.2% |
| 6M | +12.5% | -53.7% | +66.2% | +15.0% |
| YTD | +43.6% | +46.9% | -3.3% | +36.0% |
| 1Y | +45.0% | +54.3% | -9.4% | +36.7% |
| 3Y | +63.5% | +185.5% | -122.0% | +46.3% |
| 5Y | +126.8% | -31.1% | +157.9% | +106.6% |
| All | +126.8% | -34.6% | +161.3% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling