+202.9%
XOM vs DOC
-22.1%
+225.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -9.8% | +6.2% | -16.0% | -10.6% |
| 30D | +0.5% | +6.5% | -6.0% | -0.5% |
| 3M | +9.7% | -6.2% | +16.0% | +10.7% |
| 6M | +8.1% | +25.6% | -17.4% | +3.1% |
| YTD | +40.1% | +32.1% | +8.0% | +31.5% |
| 1Y | +49.6% | +20.3% | +29.3% | +43.5% |
| 3Y | +69.3% | +42.7% | +26.5% | +53.9% |
| 5Y | +202.9% | -22.2% | +225.1% | +221.9% |
| All | +202.9% | -22.1% | +225.0% | +221.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling