+147.8%
XEL vs DRI
+353.8%
-206.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -0.3% | -3.2% | +2.9% | +0.2% |
| 30D | -3.9% | -7.8% | +3.9% | -2.9% |
| 3M | -2.8% | +0.4% | -3.2% | -3.0% |
| 6M | -5.4% | +4.8% | -10.2% | -6.3% |
| YTD | +3.8% | +16.7% | -13.0% | +1.0% |
| 1Y | +6.8% | +1.5% | +5.4% | +6.0% |
| 3Y | +45.6% | +56.3% | -10.7% | +34.6% |
| 5Y | +30.7% | +66.4% | -35.7% | +18.5% |
| All | +147.8% | +353.8% | -206.0% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling