-35.6%
DOCN vs XOP
+76.5%
-112.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -19.2% | -14.7% | -4.4% | -12.9% |
| 30D | -43.1% | -7.7% | -35.4% | -41.1% |
| 3M | -40.7% | +4.4% | -45.1% | -42.5% |
| 6M | -55.0% | +3.5% | -58.5% | -56.3% |
| YTD | +50.6% | +39.4% | +11.2% | +24.1% |
| 1Y | +54.0% | +39.8% | +14.2% | +26.6% |
| 3Y | +203.9% | +29.7% | +174.2% | +153.6% |
| All | -35.6% | +76.5% | -112.1% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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