+125.6%
DAL vs XME
+270.2%
-144.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.7% |
| 7D | +10.7% | -0.2% | +10.9% | +10.7% |
| 30D | +12.5% | -9.2% | +21.7% | +19.3% |
| 3M | +3.6% | -17.8% | +21.4% | +16.3% |
| 6M | +26.7% | -20.0% | +46.8% | +42.7% |
| YTD | +34.3% | -6.6% | +40.9% | +34.1% |
| 1Y | +59.1% | +1.8% | +57.4% | +49.7% |
| 3Y | +179.9% | +98.7% | +81.1% | +63.8% |
| 5Y | +119.1% | +123.9% | -4.8% | +12.5% |
| 10Y | +125.6% | +277.9% | -152.2% | -30.7% |
| All | +125.6% | +270.2% | -144.6% | -30.7% |
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