+167.1%
XME vs DD
+305.0%
-137.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | +0.3% | +5.0% | -4.6% | -2.8% |
| 30D | -6.1% | +19.7% | -25.8% | -17.0% |
| 3M | -18.6% | +7.2% | -25.8% | -22.6% |
| 6M | -23.9% | +1.0% | -24.9% | -24.7% |
| YTD | -9.3% | +29.1% | -38.4% | -24.2% |
| 1Y | +1.8% | +28.5% | -26.7% | -14.7% |
| 3Y | +93.0% | +89.4% | +3.6% | +19.3% |
| 5Y | +107.0% | +67.1% | +39.8% | +37.0% |
| 10Y | +266.9% | +97.5% | +169.4% | +97.2% |
| All | +167.1% | +305.0% | -137.9% | -8.0% |
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