+122.8%
DAL vs XME
+300.2%
-177.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | 0.0% |
| 7D | +8.8% | -4.5% | +13.3% | +11.9% |
| 30D | +5.4% | -10.9% | +16.3% | +13.0% |
| 3M | -4.9% | -15.3% | +10.3% | +4.4% |
| 6M | +19.8% | -24.6% | +44.5% | +40.0% |
| YTD | +27.0% | -9.6% | +36.6% | +29.5% |
| 1Y | +52.5% | +2.9% | +49.5% | +42.2% |
| 3Y | +173.8% | +86.9% | +86.9% | +67.2% |
| 5Y | +104.5% | +115.2% | -10.6% | +8.1% |
| All | +122.8% | +300.2% | -177.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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