+200.7%
XOM vs DOCS
-51.8%
+252.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +0.4% |
| 7D | -11.4% | -0.8% | -10.7% | -11.4% |
| 30D | +1.1% | +17.4% | -16.3% | +0.8% |
| 3M | +7.8% | +57.4% | -49.5% | +6.6% |
| 6M | +13.0% | +26.5% | -13.5% | +12.3% |
| YTD | +40.6% | -26.6% | +67.2% | +41.8% |
| 1Y | +49.1% | -48.1% | +97.1% | +52.0% |
| 3Y | +72.9% | +52.6% | +20.3% | +67.9% |
| All | +200.7% | -51.8% | +252.6% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling