+101.5%
XOP vs DOCS
-21.3%
+122.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | -8.4% | -0.6% | -7.8% | -8.4% |
| 30D | -8.4% | +6.3% | -14.6% | -8.8% |
| 3M | +0.2% | +26.5% | -26.3% | -1.5% |
| 6M | +7.2% | +24.8% | -17.6% | +4.8% |
| YTD | +40.8% | -26.8% | +67.6% | +42.6% |
| 1Y | +36.3% | -38.3% | +74.6% | +39.8% |
| 3Y | +37.2% | +36.0% | +1.1% | +29.8% |
| 5Y | +86.6% | -55.0% | +141.6% | +81.6% |
| All | +101.5% | -21.3% | +122.8% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling