+1,884.6%
XEL vs NOC
+16,586.7%
-14,702.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | -3.9% | -9.7% | +5.8% | -1.9% |
| 3M | -2.8% | -5.6% | +2.8% | -1.8% |
| 6M | -5.4% | -28.6% | +23.2% | +1.3% |
| YTD | +3.8% | -7.9% | +11.6% | +5.0% |
| 1Y | +6.8% | -9.5% | +16.4% | +8.4% |
| 3Y | +45.6% | +28.4% | +17.2% | +35.7% |
| 5Y | +30.7% | +59.0% | -28.3% | +15.3% |
| 10Y | +151.7% | +191.3% | -39.6% | +94.4% |
| All | +1,884.6% | +16,586.7% | -14,702.1% | +767.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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