+1,145.9%
DELL vs XEL
+29.8%
+1,116.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +12.0% |
| 7D | +8.2% | -0.3% | +8.5% | +8.2% |
| 30D | +17.1% | -3.9% | +21.0% | +16.7% |
| 3M | +45.2% | -2.8% | +48.0% | +44.8% |
| 6M | +286.8% | -5.4% | +292.2% | +285.2% |
| YTD | +354.8% | +3.8% | +351.0% | +355.8% |
| 1Y | +358.3% | +6.8% | +351.4% | +360.8% |
| 3Y | +724.9% | +45.6% | +679.3% | +752.9% |
| All | +1,145.9% | +29.8% | +1,116.1% | +1,244.3% |
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 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