+205.4%
XOM vs DOC
+21.2%
+184.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | -3.6% | +7.7% | -11.4% | -5.8% |
| 3M | +8.2% | -2.0% | +10.3% | +8.5% |
| 6M | +14.0% | +5.9% | +8.2% | +11.3% |
| YTD | +44.6% | +31.8% | +12.8% | +30.3% |
| 1Y | +47.8% | +22.5% | +25.2% | +36.2% |
| 3Y | +79.6% | +54.7% | +24.8% | +49.9% |
| 5Y | +214.3% | -21.3% | +235.6% | +227.8% |
| All | +205.4% | +21.2% | +184.2% | +183.0% |
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