+351.3%
DAL vs XME
+141.2%
+210.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | -13.9% | +6.0% | -19.9% | -16.6% |
| 3M | +1.1% | -7.7% | +8.8% | +4.1% |
| 6M | +26.2% | +1.0% | +25.3% | +23.9% |
| YTD | +16.4% | +14.6% | +1.8% | +6.6% |
| 1Y | +33.9% | +46.0% | -12.1% | +8.1% |
| 3Y | +93.4% | +127.0% | -33.6% | +25.7% |
| 5Y | +106.4% | +175.8% | -69.5% | +19.7% |
| 10Y | +143.0% | +414.6% | -271.7% | +3.7% |
| All | +351.3% | +141.2% | +210.1% | +61.1% |
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