-9.1%
OXY vs DOCU
+110.9%
-120.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.3% |
| 7D | -0.2% | -0.4% | +0.3% | -0.1% |
| 30D | -6.4% | +12.9% | -19.3% | -7.4% |
| 3M | -2.6% | +35.1% | -37.7% | -5.3% |
| 6M | +4.8% | +76.2% | -71.4% | -0.8% |
| YTD | +41.2% | +17.2% | +24.0% | +38.1% |
| 1Y | +39.5% | +16.4% | +23.1% | +36.5% |
| 3Y | -0.8% | +95.6% | -96.4% | -9.5% |
| 5Y | +91.6% | -68.5% | +160.1% | +95.3% |
| All | -9.1% | +110.9% | -120.0% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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