+43.6%
DE vs XME
+34.9%
+8.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.6% | -4.2% | +1.6% | -1.9% |
| 30D | +9.0% | -2.7% | +11.7% | +9.3% |
| 3M | +19.1% | -3.9% | +23.1% | +19.5% |
| 6M | +14.4% | -1.0% | +15.4% | +13.8% |
| YTD | +45.9% | +9.8% | +36.1% | +45.5% |
| 1Y | +43.6% | +32.5% | +11.1% | +40.5% |
| All | +43.6% | +34.9% | +8.7% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling