-37.0%
DOCS vs XYL
-36.1%
-0.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.6% |
| 7D | -4.2% | -5.9% | +1.7% | -3.7% |
| 30D | +8.6% | -7.3% | +15.9% | +9.2% |
| 3M | +27.2% | -22.5% | +49.7% | +30.2% |
| 6M | +26.5% | -14.4% | +40.9% | +28.7% |
| YTD | -25.0% | -29.4% | +4.4% | -25.9% |
| 1Y | -37.0% | -35.6% | -1.4% | -28.1% |
| All | -37.0% | -36.1% | -0.9% | -28.1% |
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