+126.8%
CVX vs DOCS
-54.0%
+180.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.7% |
| 7D | -8.0% | -1.3% | -6.7% | -8.0% |
| 30D | +2.6% | +19.4% | -16.8% | +2.0% |
| 3M | +15.2% | +53.4% | -38.2% | +13.4% |
| 6M | +12.5% | +28.8% | -16.2% | +11.3% |
| YTD | +43.6% | -25.1% | +68.7% | +44.9% |
| 1Y | +45.0% | -48.1% | +93.1% | +48.4% |
| 3Y | +63.5% | +51.4% | +12.2% | +58.5% |
| 5Y | +126.8% | -51.1% | +177.9% | +122.7% |
| All | +126.8% | -54.0% | +180.7% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling