+8.9%
DOCS vs XME
+127.9%
-119.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +21.8% | +6.0% | +15.8% | +19.2% |
| 3M | +27.3% | -7.7% | +35.0% | +30.2% |
| 6M | -0.3% | +1.0% | -1.3% | -1.8% |
| YTD | -40.5% | +14.6% | -55.1% | -45.5% |
| 1Y | -61.5% | +46.0% | -107.5% | -69.6% |
| All | +8.9% | +127.9% | -119.0% | -40.6% |
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 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