+101.8%
DASH vs XEL
+44.3%
+57.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | -0.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -6.0% | +10.0% | -16.1% | -5.9% |
| 3M | -15.8% | +4.3% | -20.1% | -15.9% |
| 6M | +7.0% | +0.5% | +6.5% | +6.8% |
| YTD | -20.7% | +10.4% | -31.0% | -21.1% |
| 1Y | -8.5% | +2.0% | -10.5% | -8.6% |
| 3Y | +101.8% | +45.6% | +56.2% | +105.4% |
| All | +101.8% | +44.3% | +57.5% | +105.4% |
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