+30.5%
XEL vs DT
-27.8%
+58.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | -1.2% | -2.5% | +1.3% | -1.2% |
| 30D | -2.9% | +3.5% | -6.4% | -3.0% |
| 3M | -2.7% | +26.7% | -29.4% | -3.3% |
| 6M | -6.5% | +36.1% | -42.7% | -7.3% |
| YTD | +3.6% | +18.6% | -15.0% | +3.3% |
| 1Y | +7.5% | +7.9% | -0.4% | +7.5% |
| 3Y | +46.3% | +8.6% | +37.8% | +45.4% |
| 5Y | +30.5% | -26.7% | +57.2% | +26.8% |
| All | +30.5% | -27.8% | +58.4% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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