+67.3%
CVX vs DOCS
+57.4%
+9.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.3% | -10.0% | -3.8% |
| 7D | -5.3% | +1.2% | -6.6% | -5.4% |
| 30D | +5.1% | +21.3% | -16.2% | +4.7% |
| 3M | +14.9% | +58.4% | -43.4% | +13.7% |
| 6M | +14.9% | +39.3% | -24.4% | +13.9% |
| YTD | +46.3% | -21.7% | +68.0% | +48.1% |
| 1Y | +47.0% | -47.3% | +94.3% | +51.3% |
| All | +67.3% | +57.4% | +9.9% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 3y: compounded portfolio wealth divided by compounded DOCS 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…
3y analysis · Full analysis span regression · 6 months rolling