+48.2%
XOP vs DOC
+15.7%
+32.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -14.7% | +6.5% | -21.2% | -16.8% |
| 30D | -7.7% | +9.2% | -16.8% | -11.0% |
| 3M | +4.4% | -2.5% | +6.9% | +4.8% |
| 6M | +3.5% | +7.1% | -3.5% | -0.3% |
| YTD | +39.4% | +33.0% | +6.4% | +20.2% |
| 1Y | +39.8% | +23.3% | +16.5% | +24.4% |
| 3Y | +29.7% | +44.9% | -15.3% | +4.7% |
| 5Y | +78.6% | -21.6% | +100.2% | +89.7% |
| All | +48.2% | +15.7% | +32.5% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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