+7.5%
XEL vs DRI
+1.2%
+6.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -1.2% | -4.8% | +3.6% | -1.0% |
| 30D | -2.9% | -5.2% | +2.3% | -2.7% |
| 3M | -2.7% | +2.7% | -5.5% | -2.9% |
| 6M | -6.5% | +3.6% | -10.1% | -6.9% |
| YTD | +3.6% | +15.4% | -11.8% | +2.5% |
| 1Y | +7.5% | +1.3% | +6.2% | +8.4% |
| All | +7.5% | +1.2% | +6.3% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling