+66.4%
DOCN vs XYL
+5.6%
+60.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.0% | -14.9% | -15.1% |
| 7D | -29.3% | +10.2% | -39.5% | -35.0% |
| 30D | -46.0% | -4.3% | -41.7% | -46.1% |
| 3M | -43.2% | -17.8% | -25.3% | -35.4% |
| 6M | -53.7% | -13.4% | -40.3% | -51.3% |
| YTD | +46.9% | -25.7% | +72.6% | +77.1% |
| 1Y | +54.3% | -32.7% | +87.0% | +106.1% |
| 3Y | +185.5% | +7.1% | +178.4% | +128.6% |
| 5Y | -31.1% | -18.7% | -12.3% | -33.7% |
| All | +66.4% | +5.6% | +60.7% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling