+8.0%
XEL vs DE
+49.4%
-41.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | +10.0% | -11.0% | -1.9% |
| 30D | -1.9% | +13.3% | -15.2% | -3.1% |
| 3M | -1.9% | +17.5% | -19.4% | -3.7% |
| 6M | -7.4% | +13.6% | -21.0% | -9.3% |
| YTD | +4.1% | +49.8% | -45.7% | +1.8% |
| 1Y | +8.0% | +47.9% | -39.8% | +4.9% |
| All | +8.0% | +49.4% | -41.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling