+1,115.2%
DIA vs XEL
+816.0%
+299.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.6% |
| 7D | +0.1% | +1.3% | -1.3% | -0.3% |
| 30D | -2.1% | -1.5% | -0.5% | -1.7% |
| 3M | +4.2% | -0.2% | +4.4% | +4.1% |
| 6M | +11.9% | -5.4% | +17.3% | +13.4% |
| YTD | +10.8% | +5.6% | +5.2% | +8.5% |
| 1Y | +17.5% | +10.5% | +7.1% | +13.3% |
| 3Y | +59.9% | +49.2% | +10.8% | +39.3% |
| 5Y | +64.1% | +30.1% | +34.0% | +47.9% |
| 10Y | +246.2% | +146.7% | +99.5% | +158.5% |
| All | +1,115.2% | +816.0% | +299.2% | +523.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling