-37.4%
DOCS vs XYL
-8.5%
-28.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.7% |
| 7D | -1.3% | +10.2% | -11.6% | -6.8% |
| 30D | +19.4% | -4.3% | +23.7% | +20.9% |
| 3M | +53.4% | -17.8% | +71.2% | +70.2% |
| 6M | +28.8% | -13.4% | +42.1% | +37.0% |
| YTD | -25.1% | -25.7% | +0.6% | -13.1% |
| 1Y | -48.1% | -32.7% | -15.5% | -35.3% |
| 3Y | +51.4% | +7.1% | +44.2% | +23.5% |
| 5Y | -51.1% | -18.7% | -32.3% | -52.8% |
| All | -37.4% | -8.5% | -28.9% | -36.9% |
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