+64.8%
DIA vs XEL
+29.1%
+35.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -1.2% | +0.9% | -2.1% | -1.5% |
| 30D | -2.7% | -0.9% | -1.8% | -2.5% |
| 3M | +3.3% | -1.4% | +4.7% | +3.5% |
| 6M | +10.4% | -5.8% | +16.2% | +11.8% |
| YTD | +10.0% | +4.7% | +5.3% | +8.2% |
| 1Y | +16.2% | +9.1% | +7.1% | +12.8% |
| 3Y | +58.7% | +47.8% | +10.9% | +39.7% |
| All | +64.8% | +29.1% | +35.7% | +51.6% |
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