+199.0%
XOM vs DOCS
-36.0%
+235.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.6% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | +5.9% | +21.8% | -16.0% | +5.3% |
| 3M | +5.6% | +27.3% | -21.7% | +4.9% |
| 6M | +7.9% | -0.3% | +8.2% | +7.6% |
| YTD | +35.2% | -40.5% | +75.7% | +36.7% |
| 1Y | +46.0% | -61.5% | +107.5% | +49.5% |
| 3Y | +55.0% | +8.2% | +46.9% | +52.4% |
| 5Y | +246.3% | -73.4% | +319.7% | +243.0% |
| All | +199.0% | -36.0% | +235.0% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling