+75.5%
XOM vs DOCN
+248.6%
-173.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.6% | -8.2% | +1.2% |
| 7D | -1.5% | +3.7% | -5.2% | -1.6% |
| 30D | -3.2% | -33.7% | +30.5% | -2.7% |
| 3M | +5.0% | -27.9% | +32.9% | +5.2% |
| 6M | +12.9% | -46.4% | +59.3% | +13.7% |
| YTD | +41.3% | +81.1% | -39.8% | +34.9% |
| 1Y | +43.2% | +74.3% | -31.1% | +36.9% |
| All | +75.5% | +248.6% | -173.1% | +49.3% |
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 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