+271.6%
XOM vs DOCN
+108.0%
+163.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.6% | +0.6% |
| 7D | +2.8% | +19.1% | -16.2% | +2.4% |
| 30D | -3.6% | -21.0% | +17.4% | -3.2% |
| 3M | +8.2% | -34.7% | +43.0% | +9.1% |
| 6M | +14.0% | -45.8% | +59.8% | +15.3% |
| YTD | +44.6% | +79.4% | -34.8% | +39.1% |
| 1Y | +47.8% | +91.0% | -43.2% | +41.7% |
| 3Y | +79.6% | +237.5% | -157.9% | +66.3% |
| 5Y | +214.3% | -30.4% | +244.7% | +199.6% |
| All | +271.6% | +108.0% | +163.6% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling