+6.6%
ON vs XEL
+53.0%
-46.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.6% |
| 7D | +12.2% | +2.4% | +9.8% | +12.3% |
| 30D | -3.1% | +8.3% | -11.4% | -2.9% |
| 3M | -12.9% | +4.2% | -17.0% | -12.8% |
| 6M | -38.6% | +3.7% | -42.3% | -38.6% |
| YTD | +31.2% | +13.1% | +18.2% | +31.7% |
| 1Y | +47.6% | +5.0% | +42.6% | +47.4% |
| 3Y | +6.6% | +55.0% | -48.3% | +5.5% |
| All | +6.6% | +53.0% | -46.4% | +5.5% |
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