-31.1%
DOCN vs XOP
+81.3%
-112.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.9% | -13.0% | -14.5% |
| 7D | -29.3% | -12.7% | -16.5% | -24.7% |
| 30D | -46.0% | -7.6% | -38.4% | -44.2% |
| 3M | -43.2% | +5.8% | -49.0% | -45.2% |
| 6M | -53.7% | -2.7% | -51.0% | -53.9% |
| YTD | +46.9% | +39.7% | +7.2% | +20.8% |
| 1Y | +54.3% | +42.4% | +11.9% | +25.5% |
| 3Y | +185.5% | +26.4% | +159.1% | +140.8% |
| 5Y | -31.1% | +78.9% | -110.0% | -54.0% |
| All | -31.1% | +81.3% | -112.4% | -54.0% |
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