+1.7%
OXY vs XEL
+46.5%
-44.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +5.5% | -3.9% | +9.4% | +5.9% |
| 3M | +11.3% | -2.8% | +14.1% | +11.6% |
| 6M | +11.6% | -5.4% | +17.0% | +12.1% |
| YTD | +51.6% | +3.8% | +47.8% | +50.0% |
| 1Y | +36.2% | +6.8% | +29.4% | +34.5% |
| 3Y | +1.7% | +45.6% | -43.9% | -3.7% |
| All | +1.7% | +46.5% | -44.8% | -3.7% |
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 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