+59.8%
ON vs XEL
+29.8%
+30.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | -8.6% | -3.9% | -4.7% | -8.1% |
| 3M | -34.3% | -2.8% | -31.5% | -34.2% |
| 6M | +28.5% | -5.4% | +33.9% | +29.1% |
| YTD | +40.6% | +3.8% | +36.9% | +39.4% |
| 1Y | +55.3% | +6.8% | +48.5% | +52.9% |
| 3Y | -22.2% | +45.6% | -67.8% | -29.1% |
| All | +59.8% | +29.8% | +30.0% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling