+161.0%
DAL vs XEL
+53.0%
+107.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -1.1% | +2.4% | -3.5% | -1.3% |
| 30D | +12.8% | +8.3% | +4.5% | +12.1% |
| 3M | -5.3% | +4.2% | -9.4% | -5.7% |
| 6M | +22.4% | +3.7% | +18.6% | +21.9% |
| YTD | +25.6% | +13.1% | +12.6% | +24.2% |
| 1Y | +45.5% | +5.0% | +40.5% | +44.9% |
| 3Y | +161.0% | +55.0% | +106.0% | +147.6% |
| All | +161.0% | +53.0% | +107.9% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling