+5.8%
DASH vs XEL
+39.5%
-33.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.9% | -5.4% |
| 7D | -11.2% | +1.3% | -12.5% | -11.2% |
| 30D | -7.3% | -1.5% | -5.8% | -7.3% |
| 3M | +31.4% | -0.2% | +31.7% | +31.5% |
| 6M | +11.9% | -5.4% | +17.3% | +12.1% |
| YTD | -11.5% | +5.6% | -17.1% | -12.1% |
| 1Y | -20.0% | +10.5% | -30.5% | -20.9% |
| 3Y | +143.9% | +49.2% | +94.7% | +137.2% |
| 5Y | -0.2% | +30.1% | -30.3% | -1.8% |
| All | +5.8% | +39.5% | -33.7% | +3.7% |
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