+6.8%
XEL vs DG
+19.2%
-12.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -0.3% | -6.5% | +6.2% | -0.1% |
| 30D | -3.9% | +4.2% | -8.1% | -4.1% |
| 3M | -2.8% | +9.5% | -12.3% | -3.3% |
| 6M | -5.4% | -13.1% | +7.7% | -4.5% |
| YTD | +3.8% | -4.8% | +8.6% | +4.4% |
| 1Y | +6.8% | +20.6% | -13.8% | +6.5% |
| All | +6.8% | +19.2% | -12.3% | +6.5% |
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