+89.3%
XOP vs DOC
-22.8%
+112.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.1% | -9.5% | -7.1% |
| 7D | -10.5% | +8.7% | -19.3% | -12.4% |
| 30D | -4.3% | +7.6% | -12.0% | -6.2% |
| 3M | +4.7% | -5.3% | +9.9% | +5.8% |
| 6M | -0.1% | +27.6% | -27.7% | -8.2% |
| YTD | +43.8% | +32.4% | +11.4% | +29.3% |
| 1Y | +45.3% | +22.9% | +22.4% | +34.2% |
| 3Y | +30.2% | +43.1% | -12.9% | +10.6% |
| 5Y | +89.3% | -21.4% | +110.7% | +120.8% |
| All | +89.3% | -22.8% | +112.1% | +120.8% |
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