-14.1%
DOW vs XME
-22.4%
+8.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +1.7% |
| 7D | +3.7% | +5.3% | -1.7% | +4.1% |
| 30D | +16.3% | -8.2% | +24.5% | +15.6% |
| 3M | +9.7% | -18.4% | +28.1% | +8.3% |
| 6M | -14.1% | -22.8% | +8.7% | -14.2% |
| All | -14.1% | -22.4% | +8.3% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling