-61.5%
DOCS vs XYL
-23.4%
-38.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.7% | -2.5% |
| 7D | -1.4% | -5.0% | +3.6% | -0.8% |
| 30D | +21.8% | -13.2% | +35.0% | +23.9% |
| 3M | +27.3% | -3.7% | +31.0% | +28.2% |
| 6M | -0.3% | -17.7% | +17.4% | +2.3% |
| YTD | -40.5% | -21.5% | -19.0% | -39.9% |
| 1Y | -61.5% | -24.5% | -37.0% | -59.7% |
| All | -61.5% | -23.4% | -38.2% | -59.7% |
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 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