+8.0%
XEL vs DG
+23.4%
-15.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -1.0% | +8.4% | -9.4% | -1.3% |
| 30D | -1.9% | +4.9% | -6.9% | -2.1% |
| 3M | -1.9% | +29.3% | -31.2% | -2.8% |
| 6M | -7.4% | -11.3% | +3.8% | -6.5% |
| YTD | +4.1% | +1.8% | +2.3% | +4.4% |
| 1Y | +8.0% | +25.3% | -17.3% | +8.4% |
| All | +8.0% | +23.4% | -15.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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