+3,047.2%
DELL vs XME
+284.3%
+2,762.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.6% | -5.6% | -6.3% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | -32.1% | -6.1% | -25.9% | -29.1% |
| 3M | -30.2% | -18.6% | -11.6% | -21.2% |
| 6M | +41.7% | -23.9% | +65.6% | +65.6% |
| YTD | +176.6% | -9.3% | +185.9% | +193.3% |
| 1Y | +159.9% | +1.8% | +158.2% | +159.3% |
| 3Y | +388.0% | +93.0% | +295.0% | +249.8% |
| 5Y | +578.2% | +107.0% | +471.2% | +360.6% |
| 10Y | +2,653.4% | +266.9% | +2,386.4% | +1,185.3% |
| All | +3,047.2% | +284.3% | +2,762.9% | +1,386.6% |
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