+143.3%
DELL vs XME
+5.2%
+138.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.0% | -7.8% | -8.1% |
| 7D | -24.6% | -5.5% | -19.1% | -21.3% |
| 30D | -32.5% | -11.1% | -21.4% | -26.4% |
| 3M | -20.2% | -11.1% | -9.1% | -12.8% |
| 6M | +76.5% | -18.0% | +94.5% | +99.5% |
| YTD | +198.9% | -7.4% | +206.3% | +209.2% |
| 1Y | +143.3% | +6.7% | +136.7% | +125.5% |
| All | +143.3% | +5.2% | +138.1% | +125.5% |
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