+298.5%
XME vs DOC
+15.7%
+282.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.1% |
| 7D | -4.5% | +6.5% | -10.9% | -6.9% |
| 30D | -10.9% | +9.2% | -20.0% | -14.2% |
| 3M | -15.3% | -2.5% | -12.8% | -14.7% |
| 6M | -24.6% | +7.1% | -31.7% | -27.4% |
| YTD | -9.6% | +33.0% | -42.6% | -21.3% |
| 1Y | +2.9% | +23.3% | -20.4% | -7.5% |
| 3Y | +86.9% | +44.9% | +42.0% | +54.1% |
| 5Y | +115.2% | -21.6% | +136.8% | +127.6% |
| All | +298.5% | +15.7% | +282.8% | +274.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling