+260.1%
XOM vs DOCN
+70.4%
+189.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.9% | +13.5% | -1.9% |
| 7D | -9.8% | -29.3% | +19.5% | -9.1% |
| 30D | +0.5% | -46.0% | +46.5% | +1.9% |
| 3M | +9.7% | -43.2% | +52.9% | +10.9% |
| 6M | +8.1% | -53.7% | +61.9% | +9.7% |
| YTD | +40.1% | +46.9% | -6.8% | +35.5% |
| 1Y | +49.6% | +54.3% | -4.7% | +44.3% |
| 3Y | +69.3% | +185.5% | -116.3% | +57.3% |
| 5Y | +202.9% | -31.1% | +234.0% | +187.3% |
| All | +260.1% | +70.4% | +189.7% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling