-34.9%
DOW vs XEL
+47.8%
-82.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -6.0% | +0.9% | -6.9% | -6.1% |
| 30D | -2.7% | -0.9% | -1.9% | -2.6% |
| 3M | -10.5% | -1.4% | -9.1% | -10.3% |
| 6M | -12.4% | -5.8% | -6.6% | -11.7% |
| YTD | +30.0% | +4.7% | +25.3% | +27.8% |
| 1Y | +27.8% | +9.1% | +18.7% | +24.2% |
| All | -34.9% | +47.8% | -82.7% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling