+55.8%
DOCS vs XME
+78.7%
-22.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -2.5% |
| 7D | -1.3% | -10.5% | +9.2% | +2.2% |
| 30D | +19.4% | -16.5% | +35.9% | +26.3% |
| 3M | +53.4% | -19.2% | +72.6% | +63.2% |
| 6M | +28.8% | -23.8% | +52.6% | +38.7% |
| YTD | -25.1% | -12.6% | -12.5% | -25.2% |
| 1Y | -48.1% | -0.1% | -48.0% | -51.7% |
| All | +55.8% | +78.7% | -22.9% | -7.7% |
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