-4.5%
DASH vs XEL
+46.6%
-51.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -4.8% | +1.1% | -5.9% | -4.8% |
| 30D | -7.9% | +8.7% | -16.6% | -8.3% |
| 3M | -16.3% | +3.5% | -19.8% | -16.5% |
| 6M | +10.4% | +2.6% | +7.8% | +10.1% |
| YTD | -20.1% | +11.1% | -31.2% | -20.9% |
| 1Y | -11.4% | +2.2% | -13.6% | -11.7% |
| 3Y | +114.1% | +51.1% | +63.0% | +108.0% |
| 5Y | -5.8% | +48.0% | -53.8% | -4.5% |
| All | -4.5% | +46.6% | -51.1% | -6.7% |
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