+124.1%
OXY vs DOCN
+70.4%
+53.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -15.9% | +14.2% | -0.7% |
| 7D | -10.6% | -29.3% | +18.7% | -8.7% |
| 30D | -3.4% | -46.0% | +42.7% | 0.0% |
| 3M | +5.2% | -43.2% | +48.4% | +8.2% |
| 6M | -4.1% | -53.7% | +49.6% | -0.7% |
| YTD | +39.0% | +46.9% | -7.9% | +29.3% |
| 1Y | +44.6% | +54.3% | -9.7% | +33.8% |
| 3Y | -5.5% | +185.5% | -191.0% | -19.4% |
| 5Y | +81.3% | -31.1% | +112.4% | +65.0% |
| All | +124.1% | +70.4% | +53.7% | +77.0% |
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 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