+78.9%
XOP vs DOC
-22.1%
+101.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -12.7% | +6.2% | -19.0% | -14.1% |
| 30D | -7.6% | +6.5% | -14.1% | -9.1% |
| 3M | +5.8% | -6.2% | +12.1% | +7.2% |
| 6M | -2.7% | +25.6% | -28.3% | -10.2% |
| YTD | +39.7% | +32.1% | +7.6% | +25.6% |
| 1Y | +42.4% | +20.3% | +22.1% | +32.6% |
| 3Y | +26.4% | +42.7% | -16.3% | +7.5% |
| 5Y | +78.9% | -22.2% | +101.1% | +110.3% |
| All | +78.9% | -22.1% | +101.0% | +110.3% |
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