+128.1%
DAL vs XEL
+166.2%
-38.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.6% | +5.1% |
| 7D | +10.0% | +1.1% | +9.0% | +9.7% |
| 30D | +12.0% | +8.7% | +3.4% | +9.3% |
| 3M | +0.8% | +3.5% | -2.7% | -0.3% |
| 6M | +26.2% | +2.6% | +23.6% | +25.0% |
| YTD | +33.7% | +11.1% | +22.6% | +28.7% |
| 1Y | +57.6% | +2.2% | +55.4% | +55.6% |
| 3Y | +183.5% | +51.1% | +132.4% | +142.1% |
| 5Y | +114.2% | +48.0% | +66.1% | +81.6% |
| 10Y | +128.1% | +175.3% | -47.2% | +90.7% |
| All | +128.1% | +166.2% | -38.1% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling