+91.6%
XME vs DOC
+43.5%
+48.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.9% |
| 7D | -5.5% | +8.7% | -14.2% | -7.9% |
| 30D | -11.1% | +7.6% | -18.8% | -13.3% |
| 3M | -11.1% | -5.3% | -5.9% | -9.7% |
| 6M | -18.0% | +27.6% | -45.6% | -25.7% |
| YTD | -7.4% | +32.4% | -39.8% | -17.7% |
| 1Y | +6.7% | +22.9% | -16.2% | -2.4% |
| All | +91.6% | +43.5% | +48.1% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling