+54.0%
DOCN vs XYL
-34.3%
+88.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.3% |
| 7D | -19.2% | +5.9% | -25.0% | -18.7% |
| 30D | -43.1% | -3.9% | -39.1% | -43.4% |
| 3M | -40.7% | -18.7% | -22.0% | -39.8% |
| 6M | -55.0% | -16.9% | -38.1% | -54.6% |
| YTD | +50.6% | -27.4% | +78.0% | +60.0% |
| 1Y | +54.0% | -34.0% | +88.0% | +80.1% |
| All | +54.0% | -34.3% | +88.3% | +80.1% |
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