+4,421.0%
XOM vs DOC
+2,926.9%
+1,494.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -9.8% | +6.2% | -16.0% | -11.3% |
| 30D | +0.5% | +6.5% | -6.0% | -1.3% |
| 3M | +9.7% | -6.2% | +16.0% | +11.1% |
| 6M | +8.1% | +25.6% | -17.4% | +0.7% |
| YTD | +40.1% | +32.1% | +8.0% | +28.2% |
| 1Y | +49.6% | +20.3% | +29.3% | +40.2% |
| 3Y | +69.3% | +42.7% | +26.5% | +49.5% |
| 5Y | +202.9% | -22.2% | +225.1% | +210.1% |
| 10Y | +204.7% | +16.5% | +188.1% | +172.1% |
| All | +4,421.0% | +2,926.9% | +1,494.1% | +2,370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling