+121.4%
DAL vs XME
+277.3%
-155.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.4% |
| 7D | +2.3% | +1.5% | +0.8% | +1.3% |
| 30D | +14.3% | -7.3% | +21.6% | +19.6% |
| 3M | +1.3% | -17.4% | +18.7% | +13.4% |
| 6M | +29.3% | -21.8% | +51.1% | +47.9% |
| YTD | +33.0% | -6.0% | +39.0% | +32.3% |
| 1Y | +59.8% | +3.8% | +56.1% | +48.4% |
| 3Y | +177.2% | +100.0% | +77.2% | +61.6% |
| 5Y | +118.4% | +116.1% | +2.3% | +15.1% |
| 10Y | +121.4% | +280.6% | -159.2% | -33.4% |
| All | +121.4% | +277.3% | -155.9% | -33.4% |
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