-32.9%
DOCS vs XME
-2.0%
-30.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +2.6% | +0.3% | +2.2% | +2.5% |
| 30D | +11.4% | -6.1% | +17.6% | +12.2% |
| 3M | +25.4% | -18.6% | +44.0% | +27.6% |
| 6M | +42.5% | -23.9% | +66.4% | +45.7% |
| YTD | -24.7% | -9.3% | -15.4% | -27.3% |
| 1Y | -32.9% | +1.8% | -34.7% | -39.8% |
| All | -32.9% | -2.0% | -30.9% | -39.8% |
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