+49.1%
XOM vs DOC
+20.9%
+28.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.5% |
| 7D | -11.4% | +6.5% | -17.9% | -10.3% |
| 30D | +1.1% | +9.2% | -8.1% | +2.9% |
| 3M | +7.8% | -2.5% | +10.3% | +7.6% |
| 6M | +13.0% | +7.1% | +6.0% | +14.7% |
| YTD | +40.6% | +33.0% | +7.6% | +45.9% |
| 1Y | +49.1% | +23.3% | +25.8% | +55.4% |
| All | +49.1% | +20.9% | +28.1% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling