+248.3%
XOM vs DOC
-24.5%
+272.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | +1.8% | -1.5% | +3.2% | +2.0% |
| 30D | +5.9% | -4.8% | +10.6% | +6.6% |
| 3M | +5.6% | +6.9% | -1.3% | +4.2% |
| 6M | +7.9% | +20.7% | -12.9% | +3.8% |
| YTD | +35.2% | +34.1% | +1.0% | +26.8% |
| 1Y | +46.0% | +22.6% | +23.3% | +39.5% |
| 3Y | +55.0% | +20.8% | +34.2% | +47.9% |
| All | +248.3% | -24.5% | +272.9% | +277.3% |
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 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