-51.1%
DOCS vs XME
+110.6%
-161.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -1.8% |
| 7D | -1.3% | -10.5% | +9.2% | +3.6% |
| 30D | +19.4% | -16.5% | +35.9% | +29.1% |
| 3M | +53.4% | -19.2% | +72.6% | +67.5% |
| 6M | +28.8% | -23.8% | +52.6% | +42.6% |
| YTD | -25.1% | -12.6% | -12.5% | -24.5% |
| 1Y | -48.1% | -0.1% | -48.0% | -51.8% |
| 3Y | +51.4% | +79.3% | -27.9% | -4.5% |
| 5Y | -51.1% | +108.2% | -159.3% | -73.8% |
| All | -51.1% | +110.6% | -161.7% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling