+2,011.1%
XEL vs D
+2,450.0%
-438.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +0.1% |
| 7D | -0.2% | +3.0% | -3.2% | -2.2% |
| 30D | +10.0% | +11.5% | -1.5% | +2.0% |
| 3M | +4.3% | +3.7% | +0.6% | +1.7% |
| 6M | +0.5% | +13.5% | -13.1% | -8.5% |
| YTD | +10.4% | +20.7% | -10.4% | -3.6% |
| 1Y | +2.0% | +18.2% | -16.2% | -9.8% |
| 3Y | +45.6% | +73.3% | -27.8% | -3.1% |
| 5Y | +46.6% | +12.3% | +34.4% | +30.4% |
| 10Y | +168.3% | +43.4% | +124.9% | +96.2% |
| All | +2,011.1% | +2,450.0% | -438.9% | +140.4% |
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