+219.8%
XOM vs DOCS
-19.0%
+238.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.8% | +2.6% | +0.3% | +2.8% |
| 30D | -3.6% | +11.4% | -15.1% | -3.8% |
| 3M | +8.2% | +25.4% | -17.1% | +7.8% |
| 6M | +14.0% | +42.5% | -28.5% | +13.0% |
| YTD | +44.6% | -24.7% | +69.3% | +45.5% |
| 1Y | +47.8% | -32.9% | +80.7% | +49.2% |
| 3Y | +79.6% | +39.6% | +40.0% | +75.8% |
| 5Y | +214.3% | -54.6% | +268.9% | +208.5% |
| All | +219.8% | -19.0% | +238.8% | +212.0% |
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