+92.2%
OXY vs DOCN
-30.4%
+122.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +2.0% |
| 7D | -5.8% | -12.1% | +6.3% | -5.3% |
| 30D | -5.3% | -41.0% | +35.7% | -3.0% |
| 3M | -2.5% | -38.7% | +36.2% | -0.6% |
| 6M | +8.3% | -51.5% | +59.8% | +11.5% |
| YTD | +40.3% | +65.3% | -24.9% | +30.8% |
| 1Y | +38.8% | +53.9% | -15.1% | +30.0% |
| 3Y | -1.4% | +215.6% | -217.0% | -14.5% |
| 5Y | +92.2% | -26.2% | +118.4% | +70.9% |
| All | +92.2% | -30.4% | +122.6% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling