+99.5%
XOP vs DOCS
-21.0%
+120.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -14.7% | -0.8% | -14.0% | -14.7% |
| 30D | -7.7% | +17.4% | -25.1% | -8.7% |
| 3M | +4.4% | +57.4% | -52.9% | +0.9% |
| 6M | +3.5% | +26.5% | -23.0% | +1.1% |
| YTD | +39.4% | -26.6% | +66.0% | +41.2% |
| 1Y | +39.8% | -48.1% | +87.8% | +45.3% |
| 3Y | +29.7% | +52.6% | -23.0% | +21.4% |
| 5Y | +78.6% | -52.1% | +130.7% | +73.6% |
| All | +99.5% | -21.0% | +120.6% | +94.1% |
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