+79.6%
XOM vs DOCN
+245.3%
-165.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.6% | +0.5% |
| 7D | +2.8% | +19.1% | -16.2% | +2.5% |
| 30D | -3.6% | -21.0% | +17.4% | -3.4% |
| 3M | +8.2% | -34.7% | +43.0% | +8.7% |
| 6M | +14.0% | -45.8% | +59.8% | +14.9% |
| YTD | +44.6% | +79.4% | -34.8% | +38.0% |
| 1Y | +47.8% | +91.0% | -43.2% | +40.6% |
| 3Y | +79.6% | +237.5% | -157.9% | +52.8% |
| All | +79.6% | +245.3% | -165.7% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling