+77.6%
OXY vs DOCS
-54.3%
+132.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | -7.2% | +7.8% | -15.0% | -7.5% |
| 3M | +0.2% | +20.0% | -19.8% | -0.5% |
| 6M | +6.1% | +26.5% | -20.4% | +4.8% |
| YTD | +37.5% | -25.8% | +63.3% | +38.9% |
| 1Y | +37.7% | -39.5% | +77.1% | +40.5% |
| 3Y | -2.8% | +60.3% | -63.1% | -7.0% |
| 5Y | +77.6% | -57.0% | +134.7% | +75.6% |
| All | +77.6% | -54.3% | +132.0% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling