+1,902.7%
XEL vs DE
+14,495.7%
-12,593.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +0.9% | -3.0% | +3.9% | +1.4% |
| 30D | -0.9% | +11.1% | -12.0% | -2.7% |
| 3M | -1.4% | +17.6% | -19.0% | -4.2% |
| 6M | -5.8% | +13.6% | -19.4% | -8.1% |
| YTD | +4.7% | +46.3% | -41.6% | -2.0% |
| 1Y | +9.1% | +44.2% | -35.1% | +2.1% |
| 3Y | +47.8% | +76.6% | -28.7% | +33.0% |
| 5Y | +29.0% | +98.2% | -69.2% | +12.4% |
| 10Y | +154.0% | +863.5% | -709.5% | +68.3% |
| All | +1,902.7% | +14,495.7% | -12,593.0% | +794.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling