+150.5%
OXY vs DOCS
-73.4%
+223.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.9% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | +11.6% | +21.8% | -10.2% | +10.6% |
| 3M | +2.8% | +27.3% | -24.5% | +1.7% |
| 6M | +13.0% | -0.3% | +13.4% | +12.6% |
| YTD | +47.4% | -40.5% | +87.9% | +49.9% |
| 1Y | +31.5% | -61.5% | +93.0% | +36.5% |
| 3Y | -1.9% | +8.2% | -10.1% | -4.2% |
| All | +150.5% | -73.4% | +223.9% | +146.2% |
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