+1,056.2%
XEL vs DGX
+8,631.6%
-7,575.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -1.2% | -3.5% | +2.2% | -0.6% |
| 30D | -2.9% | -2.7% | -0.2% | -2.5% |
| 3M | -2.7% | +13.9% | -16.6% | -5.1% |
| 6M | -6.5% | +16.0% | -22.5% | -9.1% |
| YTD | +3.6% | +34.9% | -31.3% | -2.0% |
| 1Y | +7.5% | +30.6% | -23.1% | +2.1% |
| 3Y | +46.3% | +93.0% | -46.7% | +29.6% |
| 5Y | +30.5% | +64.4% | -33.9% | +18.2% |
| 10Y | +151.4% | +248.1% | -96.7% | +100.6% |
| All | +1,056.2% | +8,631.6% | -7,575.3% | +690.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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