+66.4%
DOCN vs XME
+152.9%
-86.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.6% | -10.3% | -11.5% |
| 7D | -29.3% | -10.5% | -18.8% | -22.3% |
| 30D | -46.0% | -16.5% | -29.6% | -37.0% |
| 3M | -43.2% | -19.2% | -24.0% | -32.2% |
| 6M | -53.7% | -23.8% | -29.9% | -42.4% |
| YTD | +46.9% | -12.6% | +59.5% | +61.7% |
| 1Y | +54.3% | -0.1% | +54.5% | +52.9% |
| 3Y | +185.5% | +79.3% | +106.3% | +82.0% |
| 5Y | -31.1% | +108.2% | -139.3% | -57.8% |
| All | +66.4% | +152.9% | -86.6% | -6.0% |
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