+199.0%
XOM vs DOC
+15.7%
+183.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -11.4% | +6.5% | -17.9% | -13.0% |
| 30D | +1.1% | +9.2% | -8.1% | -1.5% |
| 3M | +7.8% | -2.5% | +10.3% | +8.2% |
| 6M | +13.0% | +7.1% | +6.0% | +10.0% |
| YTD | +40.6% | +33.0% | +7.6% | +26.6% |
| 1Y | +49.1% | +23.3% | +25.8% | +37.4% |
| 3Y | +72.9% | +44.9% | +28.0% | +47.9% |
| 5Y | +204.0% | -21.6% | +225.6% | +217.6% |
| All | +199.0% | +15.7% | +183.3% | +177.3% |
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