+1.8%
XME vs DOC
+22.2%
-20.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -0.2% | +4.3% | -4.5% | -0.6% |
| 30D | -9.2% | +9.2% | -18.3% | -10.0% |
| 3M | -17.8% | -0.8% | -16.9% | -17.4% |
| 6M | -20.0% | +7.1% | -27.1% | -21.1% |
| YTD | -6.6% | +34.0% | -40.6% | -10.6% |
| 1Y | +1.8% | +23.2% | -21.4% | -2.2% |
| All | +1.8% | +22.2% | -20.5% | -2.2% |
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