+99.3%
DOCN vs XYL
-36.3%
+135.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.2% |
| 7D | +27.4% | -6.0% | +33.4% | +26.5% |
| 30D | -29.7% | -8.3% | -21.4% | -30.5% |
| 3M | -32.5% | -22.6% | -9.9% | -32.0% |
| 6M | -42.2% | -15.0% | -27.1% | -44.4% |
| YTD | +87.2% | -30.2% | +117.4% | +98.3% |
| All | +99.3% | -36.3% | +135.6% | +117.4% |
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