+38.2%
DOCS vs XE
-70.1%
+108.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -10.4% | +6.2% | -3.0% |
| 7D | -1.3% | -23.1% | +21.7% | +1.7% |
| 30D | +19.4% | -41.7% | +61.1% | +27.1% |
| 3M | +53.4% | -52.8% | +106.2% | +69.7% |
| 6M | +28.8% | -68.4% | +97.1% | +45.4% |
| All | +38.2% | -70.1% | +108.3% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling