+4,391.7%
XOM vs XEL
+1,947.0%
+2,444.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | +3.4% | -0.9% | +4.3% | +3.7% |
| 3M | +11.0% | -1.4% | +12.4% | +11.3% |
| 6M | +10.6% | -5.8% | +16.4% | +12.1% |
| YTD | +39.2% | +4.7% | +34.5% | +36.5% |
| 1Y | +52.7% | +9.1% | +43.7% | +47.5% |
| 3Y | +56.8% | +47.8% | +8.9% | +35.9% |
| 5Y | +261.8% | +29.0% | +232.8% | +223.7% |
| 10Y | +191.3% | +154.0% | +37.3% | +106.4% |
| All | +4,391.7% | +1,947.0% | +2,444.8% | +1,504.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling