+2,443.8%
DE vs XME
+246.2%
+2,197.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.4% |
| 7D | +0.7% | +3.6% | -2.9% | -1.2% |
| 30D | +9.6% | +3.6% | +6.0% | +7.1% |
| 3M | +19.0% | +1.2% | +17.8% | +16.8% |
| 6M | +16.1% | +9.0% | +7.0% | +8.4% |
| YTD | +47.0% | +15.9% | +31.1% | +31.5% |
| 1Y | +43.1% | +43.2% | 0.0% | +11.9% |
| 3Y | +77.5% | +137.4% | -59.9% | +1.5% |
| 5Y | +96.4% | +185.0% | -88.7% | -2.3% |
| 10Y | +852.9% | +409.5% | +443.4% | +214.5% |
| All | +2,443.8% | +246.2% | +2,197.6% | +697.2% |
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