+106.8%
XOP vs DOCS
-19.3%
+126.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.2% | +2.5% |
| 7D | +0.5% | -4.2% | +4.7% | +0.7% |
| 30D | -7.3% | +8.6% | -15.9% | -7.8% |
| 3M | +1.4% | +27.2% | -25.8% | -0.3% |
| 6M | +7.8% | +26.5% | -18.7% | +5.3% |
| YTD | +44.5% | -25.0% | +69.5% | +46.2% |
| 1Y | +37.0% | -37.0% | +74.0% | +40.4% |
| 3Y | +40.8% | +39.4% | +1.4% | +33.0% |
| 5Y | +88.7% | -56.7% | +145.3% | +83.7% |
| All | +106.8% | -19.3% | +126.1% | +101.0% |
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