+324.3%
DOCN vs XME
+127.9%
+196.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.6% |
| 7D | +1.1% | -0.1% | +1.2% | +1.0% |
| 30D | -9.6% | +6.0% | -15.6% | -14.2% |
| 3M | -37.7% | -7.7% | -30.0% | -33.9% |
| 6M | +115.2% | +1.0% | +114.3% | +110.2% |
| YTD | +133.7% | +14.6% | +119.1% | +99.1% |
| 1Y | +250.2% | +46.0% | +204.2% | +132.4% |
| All | +324.3% | +127.9% | +196.3% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling