+164.6%
DOCN vs XME
+231.6%
-67.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +1.1% | -0.1% | +1.2% | +1.0% |
| 30D | -9.6% | +6.0% | -15.6% | -13.7% |
| 3M | -37.7% | -7.7% | -30.0% | -34.1% |
| 6M | +115.2% | +1.0% | +114.3% | +111.6% |
| YTD | +133.7% | +14.6% | +119.1% | +105.8% |
| 1Y | +250.2% | +46.0% | +204.2% | +154.1% |
| 3Y | +320.3% | +127.0% | +193.3% | +120.0% |
| 5Y | +53.1% | +175.8% | -122.7% | -25.5% |
| All | +164.6% | +231.6% | -67.0% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling