+575.8%
XEL vs DG
+606.1%
-30.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -1.0% | +8.4% | -9.4% | -2.1% |
| 30D | -1.9% | +4.9% | -6.9% | -2.6% |
| 3M | -1.9% | +29.3% | -31.2% | -5.6% |
| 6M | -7.4% | -11.3% | +3.8% | -6.3% |
| YTD | +4.1% | +1.8% | +2.3% | +3.2% |
| 1Y | +8.0% | +25.3% | -17.3% | +3.6% |
| 3Y | +48.4% | +9.1% | +39.3% | +41.1% |
| 5Y | +27.2% | -34.9% | +62.1% | +31.4% |
| 10Y | +146.8% | +108.2% | +38.7% | +117.6% |
| All | +575.8% | +606.1% | -30.2% | +385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling