+155.1%
XOP vs DOCS
-73.4%
+228.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.7% |
| 7D | +2.6% | -1.4% | +4.0% | +2.7% |
| 30D | +15.4% | +21.8% | -6.4% | +13.5% |
| 3M | +12.1% | +27.3% | -15.2% | +9.6% |
| 6M | +19.7% | -0.3% | +20.0% | +18.7% |
| YTD | +52.4% | -40.5% | +92.9% | +56.8% |
| 1Y | +47.6% | -61.5% | +109.1% | +57.2% |
| 3Y | +34.4% | +8.2% | +26.2% | +28.6% |
| All | +155.1% | -73.4% | +228.5% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling