+45.9%
OXY vs DOCN
+110.0%
-64.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.2% | +2.0% | -5.2% |
| 7D | -8.8% | -20.0% | +11.2% | -9.1% |
| 30D | -1.7% | -38.8% | +37.1% | -2.4% |
| 3M | +4.5% | -34.8% | +39.4% | +4.0% |
| 6M | -4.0% | -22.8% | +18.8% | -3.9% |
| YTD | +41.4% | +74.6% | -33.2% | +42.4% |
| 1Y | +45.9% | +116.4% | -70.5% | +46.7% |
| All | +45.9% | +110.0% | -64.2% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling