+4,770.1%
DELL vs XME
+391.4%
+4,378.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.3% |
| 7D | +25.6% | +3.6% | +22.0% | +23.5% |
| 30D | +17.7% | +3.6% | +14.0% | +15.4% |
| 3M | +33.4% | +1.2% | +32.2% | +32.8% |
| 6M | +266.2% | +9.0% | +257.2% | +249.7% |
| YTD | +328.0% | +15.9% | +312.1% | +293.6% |
| 1Y | +339.6% | +43.2% | +296.4% | +259.5% |
| 3Y | +694.6% | +137.4% | +557.2% | +402.6% |
| 5Y | +1,122.0% | +185.0% | +936.9% | +593.3% |
| 10Y | +4,062.5% | +409.5% | +3,653.0% | +1,589.4% |
| All | +4,770.1% | +391.4% | +4,378.7% | +1,895.4% |
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