+158.1%
DASH vs XEL
+47.7%
+110.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.6% |
| 7D | -10.6% | -1.0% | -9.6% | -10.6% |
| 30D | +2.2% | -1.9% | +4.1% | +2.1% |
| 3M | +32.3% | -1.9% | +34.2% | +32.3% |
| 6M | +19.1% | -7.4% | +26.6% | +19.3% |
| YTD | -6.5% | +4.1% | -10.6% | -7.1% |
| 1Y | -14.9% | +8.0% | -22.9% | -15.7% |
| All | +158.1% | +47.7% | +110.5% | +154.1% |
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