+634.3%
XEL vs DG
+614.5%
+19.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | +4.2% | +10.4% | -6.3% | +2.5% |
| 6M | +3.7% | +33.2% | -29.4% | -0.8% |
| YTD | +13.1% | +3.0% | +10.1% | +11.8% |
| 1Y | +5.0% | +31.2% | -26.2% | -0.1% |
| 3Y | +55.0% | +21.8% | +33.1% | +44.5% |
| 5Y | +51.8% | -35.0% | +86.8% | +56.7% |
| 10Y | +185.6% | +106.0% | +79.6% | +151.8% |
| All | +634.3% | +614.5% | +19.7% | +425.3% |
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