+55.0%
XOM vs DOCN
+324.7%
-269.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.8% |
| 7D | +1.8% | +1.1% | +0.6% | +1.7% |
| 30D | +5.9% | -9.6% | +15.5% | +6.0% |
| 3M | +5.6% | -37.7% | +43.3% | +6.6% |
| 6M | +7.9% | +115.2% | -107.4% | +3.9% |
| YTD | +35.2% | +133.7% | -98.6% | +29.4% |
| 1Y | +46.0% | +250.2% | -204.2% | +36.8% |
| All | +55.0% | +324.7% | -269.7% | +40.0% |
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