+56.5%
XEL vs DT
+97.2%
-40.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.7% |
| 7D | +1.3% | -4.9% | +6.2% | +1.6% |
| 30D | -1.5% | +2.7% | -4.2% | -1.7% |
| 3M | -0.2% | +20.0% | -20.2% | -1.5% |
| 6M | -5.4% | +28.0% | -33.5% | -7.3% |
| YTD | +5.6% | +16.0% | -10.4% | +4.2% |
| 1Y | +10.5% | +0.7% | +9.7% | +10.0% |
| 3Y | +49.2% | +6.2% | +43.0% | +46.7% |
| 5Y | +30.1% | -28.1% | +58.2% | +30.1% |
| All | +56.5% | +97.2% | -40.7% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling