+208.8%
XOM vs DOCS
-20.2%
+229.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -8.3% | 0.0% | -8.3% | -8.3% |
| 30D | -2.5% | +7.8% | -10.3% | -2.6% |
| 3M | +8.3% | +20.0% | -11.6% | +7.9% |
| 6M | +15.5% | +26.5% | -11.1% | +14.7% |
| YTD | +39.6% | -25.8% | +65.4% | +40.6% |
| 1Y | +44.6% | -39.5% | +84.1% | +46.4% |
| 3Y | +76.6% | +60.3% | +16.2% | +72.1% |
| 5Y | +195.8% | -57.0% | +252.8% | +190.6% |
| All | +208.8% | -20.2% | +229.0% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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