+133.5%
XME vs COO
-22.0%
+155.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -0.1% | -2.2% | +2.1% | +0.5% |
| 30D | +6.0% | -7.0% | +13.0% | +7.9% |
| 3M | -7.7% | +12.2% | -19.9% | -11.5% |
| 6M | +1.0% | -15.1% | +16.1% | +6.2% |
| YTD | +14.6% | -15.1% | +29.7% | +20.5% |
| 1Y | +46.0% | +2.3% | +43.6% | +44.4% |
| All | +133.5% | -22.0% | +155.5% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling