+121.7%
OXY vs DOCN
+88.7%
+33.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.0% | -9.1% | -1.6% |
| 7D | -8.2% | -12.8% | +4.6% | -7.5% |
| 30D | -7.2% | -41.9% | +34.7% | -4.4% |
| 3M | +0.2% | -36.9% | +37.1% | +2.3% |
| 6M | +6.1% | -52.2% | +58.4% | +9.9% |
| YTD | +37.5% | +62.7% | -25.2% | +27.1% |
| 1Y | +37.7% | +58.2% | -20.6% | +27.4% |
| 3Y | -2.8% | +219.5% | -222.2% | -17.6% |
| 5Y | +77.6% | -32.9% | +110.5% | +64.0% |
| All | +121.7% | +88.7% | +33.0% | +74.0% |
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