+63.8%
DOCU vs XYL
+61.7%
+2.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.8% | -6.3% |
| 7D | +0.7% | +1.8% | -1.1% | -0.3% |
| 30D | +8.0% | -9.2% | +17.2% | +12.8% |
| 3M | +41.0% | -0.3% | +41.3% | +40.8% |
| 6M | +33.7% | -11.0% | +44.6% | +39.7% |
| YTD | -4.9% | -19.2% | +14.4% | +3.7% |
| 1Y | -20.4% | -21.2% | +0.8% | -12.3% |
| 3Y | +29.6% | +18.6% | +11.0% | +13.2% |
| 5Y | -76.9% | -14.3% | -62.6% | -77.6% |
| All | +63.8% | +61.7% | +2.1% | +20.4% |
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