+5.0%
XEL vs DOC
+21.6%
-16.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.4% | -0.9% | +3.3% | +2.6% |
| 30D | +8.3% | +7.7% | +0.6% | +7.2% |
| 3M | +4.2% | -2.0% | +6.2% | +4.1% |
| 6M | +3.7% | +5.9% | -2.1% | +3.1% |
| YTD | +13.1% | +31.8% | -18.8% | +9.7% |
| 1Y | +5.0% | +22.5% | -17.5% | +3.6% |
| All | +5.0% | +21.6% | -16.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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