+110.3%
XME vs DD
+67.6%
+42.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.7% |
| 7D | +5.3% | +6.7% | -1.4% | +1.4% |
| 30D | -8.2% | +19.4% | -27.6% | -17.7% |
| 3M | -18.4% | +7.6% | -26.0% | -22.1% |
| 6M | -22.8% | +2.9% | -25.7% | -24.4% |
| YTD | -7.9% | +29.9% | -37.8% | -21.6% |
| 1Y | -0.9% | +28.6% | -29.5% | -15.1% |
| 3Y | +96.0% | +90.0% | +6.0% | +26.7% |
| 5Y | +110.3% | +68.1% | +42.2% | +37.4% |
| All | +110.3% | +67.6% | +42.8% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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