+111.9%
DOCN vs XYL
-0.7%
+112.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +4.2% |
| 7D | +27.4% | -6.0% | +33.4% | +33.3% |
| 30D | -29.7% | -8.3% | -21.4% | -27.9% |
| 3M | -32.5% | -22.6% | -9.9% | -19.6% |
| 6M | -42.2% | -15.0% | -27.1% | -39.0% |
| YTD | +87.2% | -30.2% | +117.4% | +136.2% |
| 1Y | +86.2% | -36.4% | +122.6% | +158.7% |
| 3Y | +257.4% | -0.9% | +258.3% | +204.2% |
| 5Y | -27.4% | -23.4% | -4.0% | -27.0% |
| All | +111.9% | -0.7% | +112.7% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling