+38.4%
DOCS vs XE
-63.7%
+102.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.5% |
| 7D | -4.2% | +8.9% | -13.0% | -5.1% |
| 30D | +8.6% | -16.4% | +25.0% | +10.8% |
| 3M | +27.2% | -46.8% | +74.0% | +37.4% |
| 6M | +26.5% | -67.0% | +93.5% | +42.9% |
| All | +38.4% | -63.7% | +102.0% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 10y: compounded portfolio wealth divided by compounded XE 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…
10y analysis · Full analysis span regression · 6 months rolling