-64.3%
XE vs DOC
+27.3%
-91.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.9% | +0.7% | +15.2% | +15.8% |
| 7D | -4.6% | +6.5% | -11.0% | -5.7% |
| 30D | -27.5% | +9.2% | -36.7% | -28.9% |
| 3M | -49.9% | -2.5% | -47.4% | -49.5% |
| 6M | -67.2% | +7.1% | -74.3% | -68.7% |
| All | -64.3% | +27.3% | -91.6% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling