+45.9%
OXY vs XEL
+1.7%
+44.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.2% | -7.3% | -5.1% |
| 7D | -8.8% | +4.3% | -13.1% | -8.8% |
| 30D | -1.7% | +12.6% | -14.3% | -1.7% |
| 3M | +4.5% | +4.4% | +0.2% | +4.7% |
| 6M | -4.0% | +0.7% | -4.7% | -3.3% |
| YTD | +41.4% | +11.5% | +29.9% | +35.0% |
| 1Y | +45.9% | +1.7% | +44.2% | +41.9% |
| All | +45.9% | +1.7% | +44.2% | +41.9% |
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