-10.9%
DOW vs XEL
+70.0%
-80.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -6.0% | +0.9% | -6.9% | -6.4% |
| 30D | -2.7% | -0.9% | -1.9% | -2.5% |
| 3M | -10.5% | -1.4% | -9.1% | -10.2% |
| 6M | -12.4% | -5.8% | -6.6% | -10.9% |
| YTD | +30.0% | +4.7% | +25.3% | +26.3% |
| 1Y | +27.8% | +9.1% | +18.7% | +21.4% |
| 3Y | -34.9% | +47.8% | -82.8% | -47.3% |
| 5Y | -35.9% | +29.0% | -64.9% | -45.4% |
| All | -10.9% | +70.0% | -80.9% | -21.7% |
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