+237.8%
XME vs DOC
+161.6%
+76.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.1% |
| 7D | -0.1% | -1.5% | +1.4% | +0.6% |
| 30D | +6.0% | -4.8% | +10.8% | +8.5% |
| 3M | -7.7% | +6.9% | -14.6% | -11.3% |
| 6M | +1.0% | +20.7% | -19.8% | -9.5% |
| YTD | +14.6% | +34.1% | -19.5% | -2.8% |
| 1Y | +46.0% | +22.6% | +23.3% | +28.8% |
| 3Y | +127.0% | +20.8% | +106.2% | +97.6% |
| 5Y | +175.8% | -24.9% | +200.7% | +201.9% |
| 10Y | +414.6% | -1.8% | +416.5% | +351.0% |
| All | +237.8% | +161.6% | +76.2% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling