+1.6%
OXY vs DOC
-2.1%
+3.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | +1.6% | -1.5% | +3.1% | +2.3% |
| 30D | +11.6% | -4.8% | +16.3% | +13.9% |
| 3M | +2.8% | +6.9% | -4.1% | -1.1% |
| 6M | +13.0% | +20.7% | -7.7% | -0.2% |
| YTD | +47.4% | +34.1% | +13.2% | +22.5% |
| 1Y | +31.5% | +22.6% | +8.8% | +14.3% |
| 3Y | -1.9% | +20.8% | -22.8% | -16.9% |
| 5Y | +148.0% | -24.9% | +172.8% | +174.5% |
| All | +1.6% | -2.1% | +3.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling