+92.8%
OXY vs DOCS
-21.3%
+114.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.1% |
| 7D | -5.8% | -0.6% | -5.3% | -5.8% |
| 30D | -5.3% | +6.3% | -11.6% | -5.6% |
| 3M | -2.5% | +26.5% | -29.0% | -3.5% |
| 6M | +8.3% | +24.8% | -16.5% | +6.8% |
| YTD | +40.3% | -26.8% | +67.1% | +41.7% |
| 1Y | +38.8% | -38.3% | +77.1% | +41.5% |
| 3Y | -1.4% | +36.0% | -37.5% | -5.2% |
| 5Y | +92.2% | -55.0% | +147.2% | +89.0% |
| All | +92.8% | -21.3% | +114.0% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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