+52.6%
DOCS vs XME
+84.7%
-32.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.4% | -3.1% |
| 7D | -0.8% | -4.5% | +3.7% | +0.6% |
| 30D | +17.4% | -10.9% | +28.3% | +21.6% |
| 3M | +57.4% | -15.3% | +72.6% | +64.8% |
| 6M | +26.5% | -24.6% | +51.2% | +37.1% |
| YTD | -26.6% | -9.6% | -17.0% | -27.5% |
| 1Y | -48.1% | +2.9% | -51.0% | -52.1% |
| 3Y | +52.6% | +86.9% | -34.3% | -10.5% |
| All | +52.6% | +84.7% | -32.1% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling