+7.4%
DASH vs XEL
+28.0%
-20.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.6% |
| 7D | -10.6% | -0.9% | -9.6% | -10.5% |
| 30D | +2.2% | -1.9% | +4.1% | +2.3% |
| 3M | +32.3% | -1.9% | +34.2% | +32.5% |
| 6M | +19.1% | -7.4% | +26.6% | +19.9% |
| YTD | -6.5% | +4.1% | -10.6% | -7.5% |
| 1Y | -14.9% | +8.1% | -22.9% | -16.4% |
| 3Y | +151.9% | +48.4% | +103.5% | +135.2% |
| All | +7.4% | +28.0% | -20.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling