+155.1%
XOP vs DOC
-24.5%
+179.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | +2.6% | -1.5% | +4.0% | +2.9% |
| 30D | +15.4% | -4.8% | +20.2% | +16.7% |
| 3M | +12.1% | +6.9% | +5.2% | +9.7% |
| 6M | +19.7% | +20.7% | -1.1% | +12.3% |
| YTD | +52.4% | +34.1% | +18.2% | +37.2% |
| 1Y | +47.6% | +22.6% | +24.9% | +36.9% |
| 3Y | +34.4% | +20.8% | +13.5% | +24.3% |
| All | +155.1% | -24.5% | +179.6% | +193.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling