+172.7%
RTX vs XEL
+47.8%
+124.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | -11.6% | -0.9% | -10.7% | -11.4% |
| 3M | +9.2% | -1.4% | +10.6% | +9.5% |
| 6M | -4.4% | -5.8% | +1.4% | -3.2% |
| YTD | +8.9% | +4.7% | +4.2% | +7.6% |
| 1Y | +32.1% | +9.1% | +23.1% | +29.5% |
| All | +172.7% | +47.8% | +124.9% | +154.0% |
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