+59.7%
XOM vs XEL
+46.3%
+13.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +1.9% | -1.2% | +3.1% | +2.0% |
| 30D | +4.1% | -2.9% | +7.0% | +4.5% |
| 3M | +10.4% | -2.7% | +13.1% | +10.8% |
| 6M | +13.0% | -6.5% | +19.5% | +14.0% |
| YTD | +40.1% | +3.6% | +36.4% | +38.4% |
| 1Y | +51.1% | +7.5% | +43.6% | +48.1% |
| All | +59.7% | +46.3% | +13.4% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 3y: compounded portfolio wealth divided by compounded XEL 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…
3y analysis · Full analysis span regression · 6 months rolling