+55.0%
XEL vs DG
+21.7%
+33.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +2.4% | +0.3% | +2.1% | +2.4% |
| 30D | +8.3% | +3.2% | +5.1% | +8.1% |
| 3M | +4.2% | +10.4% | -6.3% | +3.7% |
| 6M | +3.7% | +33.2% | -29.4% | +2.6% |
| YTD | +13.1% | +3.0% | +10.1% | +12.8% |
| 1Y | +5.0% | +31.2% | -26.2% | +3.9% |
| 3Y | +55.0% | +21.8% | +33.1% | +43.8% |
| All | +55.0% | +21.7% | +33.2% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling