+70.5%
DOCN vs XYL
+3.3%
+67.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +4.2% |
| 7D | -19.2% | +5.9% | -25.0% | -23.2% |
| 30D | -43.1% | -3.9% | -39.1% | -43.5% |
| 3M | -40.7% | -18.7% | -22.0% | -32.2% |
| 6M | -55.0% | -16.9% | -38.1% | -51.0% |
| YTD | +50.6% | -27.4% | +78.0% | +84.7% |
| 1Y | +54.0% | -34.0% | +88.0% | +108.5% |
| 3Y | +203.9% | +5.6% | +198.3% | +145.2% |
| 5Y | -29.4% | -20.6% | -8.8% | -30.9% |
| All | +70.5% | +3.3% | +67.3% | +74.7% |
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