+30.8%
XEL vs DOC
-24.5%
+55.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -1.0% | -1.5% | +0.5% | -0.5% |
| 30D | -1.9% | -4.8% | +2.8% | -0.5% |
| 3M | -1.9% | +6.9% | -8.8% | -4.0% |
| 6M | -7.4% | +20.7% | -28.2% | -13.3% |
| YTD | +4.1% | +34.1% | -30.1% | -6.4% |
| 1Y | +8.0% | +22.6% | -14.6% | +0.1% |
| 3Y | +48.4% | +20.8% | +27.6% | +37.2% |
| All | +30.8% | -24.5% | +55.3% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling