+180.9%
XME vs COO
+490.8%
-309.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.4% |
| 7D | +0.9% | +4.3% | -3.3% | -1.0% |
| 30D | -7.3% | +17.6% | -24.9% | -14.0% |
| 3M | -14.8% | -13.9% | -0.9% | -10.2% |
| 6M | -18.4% | +6.6% | -24.9% | -22.9% |
| YTD | -4.7% | -22.0% | +17.3% | +3.6% |
| 1Y | +5.7% | -8.8% | +14.5% | +6.9% |
| 3Y | +104.0% | -21.5% | +125.4% | +112.5% |
| 5Y | +122.4% | -41.0% | +163.4% | +159.8% |
| 10Y | +285.4% | +40.9% | +244.5% | +191.4% |
| All | +180.9% | +490.8% | -309.9% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling