+81.3%
OXY vs DOC
-22.1%
+103.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -10.6% | +6.2% | -16.8% | -11.6% |
| 30D | -3.4% | +6.5% | -9.8% | -4.6% |
| 3M | +5.2% | -6.2% | +11.5% | +6.4% |
| 6M | -4.1% | +25.6% | -29.7% | -10.4% |
| YTD | +39.0% | +32.1% | +6.9% | +26.9% |
| 1Y | +44.6% | +20.3% | +24.3% | +36.2% |
| 3Y | -5.5% | +42.7% | -48.2% | -17.3% |
| 5Y | +81.3% | -22.2% | +103.4% | +112.4% |
| All | +81.3% | -22.1% | +103.3% | +112.4% |
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