-32.9%
DOCN vs XYL
-20.5%
-12.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.5% | +6.6% | +6.8% |
| 7D | -12.8% | +2.1% | -14.9% | -14.5% |
| 30D | -41.9% | -3.4% | -38.6% | -42.6% |
| 3M | -36.9% | -17.2% | -19.7% | -28.5% |
| 6M | -52.2% | -12.0% | -40.2% | -50.6% |
| YTD | +62.7% | -26.3% | +89.0% | +99.1% |
| 1Y | +58.2% | -33.5% | +91.7% | +116.8% |
| 3Y | +219.5% | +6.4% | +213.1% | +147.8% |
| 5Y | -32.9% | -20.9% | -12.0% | +10.3% |
| All | -32.9% | -20.5% | -12.4% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling