+147.8%
XEL vs DD
+66.6%
+81.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | -3.5% | +3.2% | +0.3% |
| 30D | -3.9% | -11.7% | +7.7% | -2.1% |
| 3M | -2.8% | -9.2% | +6.4% | -1.4% |
| 6M | -5.4% | -7.2% | +1.8% | -4.6% |
| YTD | +3.8% | +6.6% | -2.9% | +2.1% |
| 1Y | +6.8% | +32.0% | -25.2% | +1.2% |
| 3Y | +45.6% | +42.1% | +3.5% | +34.1% |
| 5Y | +30.7% | +58.1% | -27.4% | +16.2% |
| All | +147.8% | +66.6% | +81.2% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling