+97.9%
OXY vs DOCS
-19.4%
+117.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +3.6% | +0.1% | +3.6% | +3.6% |
| 30D | -5.3% | +8.7% | -13.9% | -5.6% |
| 3M | +0.2% | +32.9% | -32.7% | -1.0% |
| 6M | +4.7% | +25.5% | -20.8% | +3.3% |
| YTD | +44.0% | -25.0% | +69.0% | +45.4% |
| 1Y | +42.1% | -34.9% | +76.9% | +44.4% |
| 3Y | +1.2% | +39.3% | -38.1% | -2.8% |
| 5Y | +95.7% | -54.8% | +150.5% | +92.5% |
| All | +97.9% | -19.4% | +117.2% | +93.9% |
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