-38.8%
DOCS vs XYL
-11.5%
-27.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | 0.0% |
| 7D | -0.6% | +0.6% | -1.1% | -0.8% |
| 30D | +6.3% | -5.7% | +12.0% | +8.5% |
| 3M | +26.5% | -19.8% | +46.3% | +42.3% |
| 6M | +24.8% | -14.2% | +39.0% | +33.4% |
| YTD | -26.8% | -28.1% | +1.3% | -13.5% |
| 1Y | -38.3% | -35.0% | -3.3% | -21.4% |
| 3Y | +36.0% | +2.1% | +34.0% | +14.4% |
| 5Y | -55.0% | -22.1% | -32.9% | -55.5% |
| All | -38.8% | -11.5% | -27.4% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling