+640.7%
DIA vs XME
+175.1%
+465.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.3% |
| 7D | +1.6% | +5.3% | -3.7% | -0.2% |
| 30D | +1.2% | -8.2% | +9.4% | +3.9% |
| 3M | -2.4% | -18.4% | +16.0% | +3.7% |
| 6M | +5.7% | -22.8% | +28.5% | +13.6% |
| YTD | +9.9% | -7.9% | +17.8% | +10.6% |
| 1Y | +9.8% | -0.9% | +10.7% | +7.6% |
| 3Y | +59.8% | +96.0% | -36.2% | +22.0% |
| 5Y | +57.7% | +110.3% | -52.6% | +14.4% |
| 10Y | +235.8% | +272.8% | -37.1% | +88.9% |
| All | +640.7% | +175.1% | +465.6% | +267.9% |
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