+185.0%
XME vs DAR
-8.5%
+193.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.1% |
| 7D | +3.6% | -0.9% | +4.5% | +3.9% |
| 30D | +3.6% | +13.0% | -9.3% | -1.4% |
| 3M | +1.2% | +15.0% | -13.8% | -4.9% |
| 6M | +9.0% | +26.8% | -17.8% | -1.8% |
| YTD | +15.9% | +86.4% | -70.5% | -10.1% |
| 1Y | +43.2% | +115.1% | -71.9% | +4.0% |
| 3Y | +137.4% | +14.6% | +122.8% | +116.1% |
| 5Y | +185.0% | -8.8% | +193.8% | +180.2% |
| All | +185.0% | -8.5% | +193.6% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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