+30.8%
XEL vs D
+5.6%
+25.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -1.0% | +1.5% | -2.4% | -1.8% |
| 30D | -1.9% | -2.6% | +0.7% | -0.4% |
| 3M | -1.9% | 0.0% | -1.9% | -1.9% |
| 6M | -7.4% | +7.4% | -14.8% | -11.6% |
| YTD | +4.1% | +15.9% | -11.8% | -5.2% |
| 1Y | +8.0% | +18.1% | -10.1% | -3.0% |
| 3Y | +48.4% | +58.4% | -10.0% | +9.1% |
| All | +30.8% | +5.6% | +25.2% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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