+29.0%
XEL vs DRI
+68.4%
-39.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +0.9% | -4.8% | +5.7% | +1.5% |
| 30D | -0.9% | -3.9% | +3.0% | -0.4% |
| 3M | -1.4% | +5.1% | -6.5% | -2.2% |
| 6M | -5.8% | +5.5% | -11.3% | -6.7% |
| YTD | +4.7% | +16.5% | -11.8% | +2.1% |
| 1Y | +9.1% | +2.0% | +7.1% | +8.3% |
| 3Y | +47.8% | +54.5% | -6.7% | +37.5% |
| 5Y | +29.0% | +66.6% | -37.6% | +18.0% |
| All | +29.0% | +68.4% | -39.4% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling