-48.1%
DOCS vs XME
+2.5%
-50.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.4% | -2.3% |
| 7D | -0.8% | -4.5% | +3.7% | -0.4% |
| 30D | +17.4% | -10.9% | +28.3% | +18.4% |
| 3M | +57.4% | -15.3% | +72.6% | +58.4% |
| 6M | +26.5% | -24.6% | +51.2% | +28.2% |
| YTD | -26.6% | -9.6% | -17.0% | -26.7% |
| 1Y | -48.1% | +2.9% | -51.0% | -50.3% |
| All | -48.1% | +2.5% | -50.5% | -50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling