+92.2%
OXY vs DOC
-20.0%
+112.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.2% |
| 7D | -5.8% | +4.3% | -10.2% | -6.6% |
| 30D | -5.3% | +9.2% | -14.5% | -7.0% |
| 3M | -2.5% | -0.8% | -1.7% | -2.5% |
| 6M | +8.3% | +7.1% | +1.2% | +6.0% |
| YTD | +40.3% | +34.0% | +6.3% | +27.8% |
| 1Y | +38.8% | +23.2% | +15.6% | +30.0% |
| 3Y | -1.4% | +53.6% | -55.0% | -15.9% |
| 5Y | +92.2% | -20.4% | +112.7% | +123.8% |
| All | +92.2% | -20.0% | +112.2% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling