-38.0%
DOCS vs XME
+138.7%
-176.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | -1.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.5% |
| 30D | +7.8% | -7.3% | +15.1% | +11.2% |
| 3M | +20.0% | -14.8% | +34.7% | +27.3% |
| 6M | +26.5% | -18.4% | +44.9% | +36.0% |
| YTD | -25.8% | -4.7% | -21.1% | -28.0% |
| 1Y | -39.5% | +5.7% | -45.2% | -44.7% |
| 3Y | +60.3% | +104.0% | -43.6% | -3.5% |
| 5Y | -57.0% | +122.4% | -179.5% | -76.1% |
| All | -38.0% | +138.7% | -176.6% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling