+392.2%
DAL vs XME
+90.1%
+302.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +0.5% |
| 7D | +8.8% | -4.5% | +13.3% | +11.2% |
| 30D | +5.4% | -10.9% | +16.3% | +11.2% |
| 3M | -4.9% | -15.3% | +10.3% | +2.3% |
| 6M | +19.8% | -24.6% | +44.5% | +35.3% |
| YTD | +27.0% | -9.6% | +36.6% | +30.0% |
| 1Y | +52.5% | +2.9% | +49.5% | +46.3% |
| 3Y | +173.8% | +86.9% | +86.9% | +95.1% |
| 5Y | +104.5% | +115.2% | -10.6% | +33.8% |
| 10Y | +129.7% | +305.7% | -176.0% | +10.0% |
| All | +392.2% | +90.1% | +302.1% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling