+1,176.6%
XEL vs DRI
+7,577.7%
-6,401.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.0% | +0.6% | -1.5% | -1.0% |
| 30D | -1.9% | +3.8% | -5.8% | -2.5% |
| 3M | -1.9% | +13.0% | -14.9% | -3.8% |
| 6M | -7.4% | +8.3% | -15.8% | -8.8% |
| YTD | +4.1% | +20.6% | -16.6% | +0.8% |
| 1Y | +8.0% | +6.5% | +1.6% | +6.4% |
| 3Y | +48.4% | +53.7% | -5.3% | +37.3% |
| 5Y | +27.2% | +72.7% | -45.4% | +14.4% |
| 10Y | +146.8% | +363.2% | -216.3% | +80.3% |
| All | +1,176.6% | +7,577.7% | -6,401.1% | +524.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling