-35.6%
DOCN vs XME
+110.8%
-146.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.8% | -0.4% |
| 7D | -19.2% | -4.5% | -14.7% | -15.4% |
| 30D | -43.1% | -10.9% | -32.2% | -36.1% |
| 3M | -40.7% | -15.3% | -25.4% | -30.9% |
| 6M | -55.0% | -24.6% | -30.4% | -42.5% |
| YTD | +50.6% | -9.6% | +60.3% | +61.5% |
| 1Y | +54.0% | +2.9% | +51.0% | +46.7% |
| 3Y | +203.9% | +86.9% | +117.0% | +69.6% |
| All | -35.6% | +110.8% | -146.4% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling