+48.3%
XEL vs DRI
+56.7%
-8.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +1.7% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | -0.2% | +9.5% | -9.7% | -1.5% |
| 6M | -5.4% | +6.5% | -11.9% | -6.4% |
| YTD | +5.6% | +18.4% | -12.8% | +2.8% |
| 1Y | +10.5% | +4.2% | +6.2% | +9.4% |
| All | +48.3% | +56.7% | -8.5% | +33.0% |
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