-50.3%
DOCS vs XME
+187.0%
-237.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +21.8% | +6.0% | +15.8% | +18.5% |
| 3M | +27.3% | -7.7% | +35.0% | +30.8% |
| 6M | -0.3% | +1.0% | -1.3% | -2.6% |
| YTD | -40.5% | +14.6% | -55.1% | -46.5% |
| 1Y | -61.5% | +46.0% | -107.5% | -70.3% |
| 3Y | +8.2% | +127.0% | -118.8% | -37.0% |
| 5Y | -73.4% | +175.8% | -249.2% | -86.4% |
| All | -50.3% | +187.0% | -237.3% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling