+237.8%
XME vs DD
+246.6%
-8.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | 0.0% |
| 7D | -0.1% | -3.5% | +3.4% | +2.3% |
| 30D | +6.0% | -10.3% | +16.3% | +13.8% |
| 3M | -7.7% | -7.5% | -0.2% | -2.7% |
| 6M | +1.0% | -8.0% | +9.0% | +6.4% |
| YTD | +14.6% | +10.5% | +4.2% | +6.7% |
| 1Y | +46.0% | +38.3% | +7.7% | +15.8% |
| 3Y | +127.0% | +42.5% | +84.5% | +69.9% |
| 5Y | +175.8% | +60.2% | +115.6% | +87.4% |
| 10Y | +414.6% | +68.9% | +345.8% | +208.2% |
| All | +237.8% | +246.6% | -8.8% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling