-10.4%
DOW vs XME
+337.9%
-348.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | -2.9% | +3.6% | -6.5% | -5.0% |
| 30D | +2.0% | +3.6% | -1.7% | -0.7% |
| 3M | -12.5% | +1.2% | -13.8% | -14.7% |
| 6M | -9.2% | +9.0% | -18.3% | -17.5% |
| YTD | +30.8% | +15.9% | +14.9% | +12.6% |
| 1Y | +29.4% | +43.2% | -13.8% | -5.6% |
| 3Y | -34.6% | +137.4% | -171.9% | -67.4% |
| 5Y | -35.9% | +185.0% | -221.0% | -74.4% |
| All | -10.4% | +337.9% | -348.3% | -78.7% |
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