-3.6%
OXY vs DOCS
+50.6%
-54.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.7% |
| 7D | -10.6% | -1.3% | -9.2% | -10.5% |
| 30D | -3.4% | +19.4% | -22.8% | -3.6% |
| 3M | +5.2% | +53.4% | -48.2% | +4.5% |
| 6M | -4.1% | +28.8% | -32.9% | -4.5% |
| YTD | +39.0% | -25.1% | +64.1% | +40.8% |
| 1Y | +44.6% | -48.1% | +92.8% | +49.1% |
| All | -3.6% | +50.6% | -54.2% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling