+137.6%
OXY vs DOCN
+171.0%
-33.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.1% |
| 7D | +1.6% | +1.1% | +0.5% | +1.5% |
| 30D | +11.6% | -9.6% | +21.2% | +12.1% |
| 3M | +2.8% | -37.7% | +40.5% | +5.6% |
| 6M | +13.0% | +115.2% | -102.2% | +4.1% |
| YTD | +47.4% | +133.7% | -86.3% | +34.0% |
| 1Y | +31.5% | +250.2% | -218.7% | +14.7% |
| 3Y | -1.9% | +320.3% | -322.2% | -17.9% |
| 5Y | +148.0% | +53.1% | +94.9% | +107.4% |
| All | +137.6% | +171.0% | -33.4% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling