+4,261.5%
XOM vs DOC
+2,974.4%
+1,287.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | +1.8% | -1.5% | +3.2% | +2.1% |
| 30D | +5.9% | -4.8% | +10.6% | +7.1% |
| 3M | +5.6% | +6.9% | -1.3% | +3.5% |
| 6M | +7.9% | +20.7% | -12.9% | +1.5% |
| YTD | +35.2% | +34.1% | +1.0% | +23.5% |
| 1Y | +46.0% | +22.6% | +23.3% | +36.3% |
| 3Y | +55.0% | +20.8% | +34.2% | +43.2% |
| 5Y | +246.3% | -24.9% | +271.2% | +258.7% |
| 10Y | +181.0% | -1.8% | +182.8% | +162.0% |
| All | +4,261.5% | +2,974.4% | +1,287.2% | +2,280.1% |
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 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