+177.3%
XOM vs DOC
-2.1%
+179.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | +1.8% | -1.5% | +3.2% | +2.2% |
| 30D | +5.9% | -4.8% | +10.6% | +7.2% |
| 3M | +5.6% | +6.9% | -1.3% | +3.2% |
| 6M | +7.9% | +20.7% | -12.9% | +0.7% |
| YTD | +35.2% | +34.1% | +1.0% | +21.8% |
| 1Y | +46.0% | +22.6% | +23.3% | +34.9% |
| 3Y | +55.0% | +20.8% | +34.2% | +41.4% |
| 5Y | +246.3% | -24.9% | +271.2% | +268.2% |
| All | +177.3% | -2.1% | +179.4% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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