-3.5%
OXY vs DOCN
+189.9%
-193.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -11.9% | -19.2% | +7.2% | -11.1% |
| 30D | -3.1% | -43.1% | +39.9% | -1.0% |
| 3M | +1.1% | -40.7% | +41.8% | +2.8% |
| 6M | +3.2% | -55.0% | +58.2% | +6.2% |
| YTD | +39.0% | +50.6% | -11.6% | +28.0% |
| 1Y | +42.7% | +54.0% | -11.3% | +30.9% |
| 3Y | -3.5% | +203.9% | -207.4% | -17.4% |
| All | -3.5% | +189.9% | -193.5% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling