+277.9%
XME vs COO
+38.3%
+239.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -0.2% | +4.5% | -4.7% | -2.0% |
| 30D | -9.2% | +16.9% | -26.1% | -14.9% |
| 3M | -17.8% | -16.7% | -1.1% | -12.4% |
| 6M | -20.0% | +5.9% | -26.0% | -24.0% |
| YTD | -6.6% | -22.4% | +15.9% | +1.7% |
| 1Y | +1.8% | -10.1% | +11.9% | +3.7% |
| 3Y | +98.7% | -22.8% | +121.5% | +108.1% |
| 5Y | +123.9% | -41.4% | +165.3% | +160.5% |
| 10Y | +277.9% | +41.3% | +236.6% | +250.5% |
| All | +277.9% | +38.3% | +239.5% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling