+2,029.6%
XEL vs DOC
+2,926.9%
-897.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | +6.2% | -4.5% | +0.2% |
| 30D | +10.5% | +6.5% | +4.0% | +8.8% |
| 3M | +4.9% | -6.2% | +11.2% | +6.4% |
| 6M | +0.2% | +25.6% | -25.4% | -5.7% |
| YTD | +11.3% | +32.1% | -20.7% | +3.3% |
| 1Y | +2.1% | +20.3% | -18.2% | -3.2% |
| 3Y | +45.7% | +42.7% | +3.0% | +31.4% |
| 5Y | +47.9% | -22.2% | +70.1% | +52.7% |
| 10Y | +170.7% | +16.5% | +154.1% | +150.1% |
| All | +2,029.6% | +2,926.9% | -897.2% | +1,090.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling