+250.2%
DOCN vs XYL
-23.4%
+273.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.2% |
| 7D | +1.1% | -5.0% | +6.2% | +2.0% |
| 30D | -9.6% | -13.2% | +3.6% | -7.5% |
| 3M | -37.7% | -3.7% | -34.0% | -39.8% |
| 6M | +115.2% | -17.7% | +132.9% | +125.5% |
| YTD | +133.7% | -21.5% | +155.3% | +151.2% |
| 1Y | +250.2% | -24.5% | +274.7% | +293.3% |
| All | +250.2% | -23.4% | +273.5% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling