-3.5%
OXY vs DOC
+44.2%
-47.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -11.9% | +6.5% | -18.4% | -12.3% |
| 30D | -3.1% | +9.2% | -12.3% | -3.8% |
| 3M | +1.1% | -2.5% | +3.6% | +1.3% |
| 6M | +3.2% | +7.1% | -3.8% | +2.1% |
| YTD | +39.0% | +33.0% | +6.0% | +30.8% |
| 1Y | +42.7% | +23.3% | +19.4% | +37.4% |
| 3Y | -3.5% | +44.9% | -48.5% | -10.3% |
| All | -3.5% | +44.2% | -47.7% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling