+1,920.9%
XEL vs DD
+959.7%
+961.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | -1.5% | -7.4% | +5.9% | -0.2% |
| 3M | -0.2% | -6.4% | +6.2% | +0.8% |
| 6M | -5.4% | -2.5% | -3.0% | -5.4% |
| YTD | +5.6% | +10.2% | -4.6% | +3.2% |
| 1Y | +10.5% | +36.9% | -26.5% | +3.3% |
| 3Y | +49.2% | +47.0% | +2.2% | +35.7% |
| 5Y | +30.1% | +63.1% | -33.0% | +14.5% |
| 10Y | +146.7% | +68.2% | +78.5% | +104.0% |
| All | +1,920.9% | +959.7% | +961.2% | +1,061.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling