+126.2%
OXY vs DOCN
+91.6%
+34.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +1.9% |
| 7D | -5.8% | -12.1% | +6.3% | -5.2% |
| 30D | -5.3% | -41.0% | +35.7% | -2.5% |
| 3M | -2.5% | -38.7% | +36.2% | -0.3% |
| 6M | +8.3% | -51.5% | +59.8% | +12.0% |
| YTD | +40.3% | +65.3% | -24.9% | +29.5% |
| 1Y | +38.8% | +53.9% | -15.1% | +28.9% |
| 3Y | -1.4% | +215.6% | -217.0% | -16.4% |
| 5Y | +92.2% | -26.2% | +118.4% | +74.8% |
| All | +126.2% | +91.6% | +34.6% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling