+1,890.4%
XEL vs D
+2,347.4%
-457.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.3% |
| 30D | -1.9% | -3.6% | +1.6% | +0.5% |
| 3M | -1.9% | -1.0% | -0.9% | -1.2% |
| 6M | -7.4% | +6.3% | -13.7% | -11.6% |
| YTD | +4.1% | +14.7% | -10.7% | -5.8% |
| 1Y | +8.0% | +16.9% | -8.9% | -3.8% |
| 3Y | +48.4% | +56.8% | -8.4% | +5.3% |
| 5Y | +27.2% | +5.2% | +22.0% | +18.4% |
| 10Y | +146.8% | +35.9% | +110.9% | +87.6% |
| All | +1,890.4% | +2,347.4% | -457.0% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling