+60.1%
DOCN vs XYL
-17.7%
+77.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +4.7% |
| 7D | +1.1% | -5.0% | +6.2% | +6.1% |
| 30D | -9.6% | -13.2% | +3.6% | +2.9% |
| 3M | -37.7% | -3.7% | -34.0% | -38.0% |
| 6M | +115.2% | -17.7% | +132.9% | +150.4% |
| YTD | +133.7% | -21.5% | +155.3% | +182.6% |
| 1Y | +250.2% | -24.5% | +274.7% | +340.7% |
| 3Y | +320.3% | +6.9% | +313.4% | +246.5% |
| All | +60.1% | -17.7% | +77.7% | +92.7% |
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 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