+98.6%
DASH vs XEL
+52.1%
+46.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -10.2% | +0.7% | -11.0% | -10.2% |
| 30D | -8.2% | +9.3% | -17.6% | -8.1% |
| 3M | -15.9% | +5.3% | -21.2% | -16.0% |
| 6M | +13.3% | +2.2% | +11.1% | +13.1% |
| YTD | -21.3% | +12.3% | -33.6% | -21.7% |
| 1Y | -11.1% | +3.0% | -14.2% | -11.2% |
| All | +98.6% | +52.1% | +46.5% | +98.3% |
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