+21.8%
DOW vs XEL
+7.7%
+14.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -3.9% | -3.9% | 0.0% | -3.9% |
| 3M | -12.7% | -2.8% | -9.9% | -12.6% |
| 6M | -13.7% | -5.4% | -8.3% | -13.8% |
| YTD | +28.4% | +3.8% | +24.6% | +25.9% |
| 1Y | +21.8% | +6.8% | +14.9% | +16.3% |
| All | +21.8% | +7.7% | +14.1% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling