+103.1%
DOCN vs XYL
-0.6%
+103.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.3% |
| 7D | +19.1% | -3.7% | +22.8% | +22.4% |
| 30D | -21.0% | -8.3% | -12.7% | -18.8% |
| 3M | -34.7% | -21.4% | -13.3% | -23.4% |
| 6M | -45.8% | -12.9% | -32.8% | -44.1% |
| YTD | +79.4% | -30.1% | +109.5% | +126.1% |
| 1Y | +91.0% | -35.2% | +126.2% | +159.9% |
| 3Y | +237.5% | -0.8% | +238.2% | +187.0% |
| 5Y | -30.4% | -23.2% | -7.2% | -30.2% |
| All | +103.1% | -0.6% | +103.7% | +113.9% |
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