+54.7%
XEL vs DRI
+67.6%
-12.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | +9.2% | +10.8% | -1.7% | +7.9% |
| 3M | +4.5% | +0.9% | +3.6% | +4.3% |
| 6M | +3.6% | +16.3% | -12.7% | +1.6% |
| YTD | +12.9% | +27.8% | -14.9% | +8.9% |
| 1Y | +4.1% | +33.9% | -29.7% | -0.3% |
| All | +54.7% | +67.6% | -12.8% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling