-39.7%
DT vs XME
+120.6%
-160.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.5% |
| 7D | -5.4% | +1.5% | -6.9% | -5.9% |
| 30D | -32.2% | -7.3% | -24.9% | -30.4% |
| 3M | -10.9% | -17.4% | +6.5% | -5.3% |
| 6M | +10.0% | -21.8% | +31.8% | +18.6% |
| YTD | +2.1% | -6.0% | +8.0% | -0.1% |
| 1Y | -5.5% | +3.8% | -9.3% | -11.9% |
| 3Y | -12.4% | +100.0% | -112.4% | -44.2% |
| 5Y | -39.7% | +116.1% | -155.8% | -63.1% |
| All | -39.7% | +120.6% | -160.3% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling