+55.0%
XOM vs DOC
+20.8%
+34.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | +1.8% | -1.5% | +3.2% | +1.9% |
| 30D | +5.9% | -4.8% | +10.6% | +6.3% |
| 3M | +5.6% | +6.9% | -1.3% | +4.8% |
| 6M | +7.9% | +20.7% | -12.9% | +5.6% |
| YTD | +35.2% | +34.1% | +1.0% | +29.5% |
| 1Y | +46.0% | +22.6% | +23.3% | +42.1% |
| All | +55.0% | +20.8% | +34.2% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling