+108.2%
XME vs DOC
-22.1%
+130.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.5% |
| 7D | -10.5% | +6.2% | -16.7% | -12.8% |
| 30D | -16.5% | +6.5% | -22.9% | -18.9% |
| 3M | -19.2% | -6.2% | -12.9% | -17.2% |
| 6M | -23.8% | +25.6% | -49.4% | -32.6% |
| YTD | -12.6% | +32.1% | -44.6% | -25.0% |
| 1Y | -0.1% | +20.3% | -20.4% | -10.3% |
| 3Y | +79.3% | +42.7% | +36.5% | +42.0% |
| 5Y | +108.2% | -22.2% | +130.3% | +137.7% |
| All | +108.2% | -22.1% | +130.3% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling