+101.7%
DOCU vs XYL
+41.3%
+60.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +4.0% |
| 7D | -0.4% | -5.9% | +5.4% | +2.3% |
| 30D | +12.9% | -7.3% | +20.2% | +15.9% |
| 3M | +35.1% | -22.5% | +57.6% | +50.4% |
| 6M | +76.2% | -14.4% | +90.6% | +86.8% |
| YTD | +17.2% | -29.4% | +46.6% | +34.6% |
| 1Y | +16.4% | -35.6% | +52.0% | +40.2% |
| 3Y | +95.6% | +0.3% | +95.3% | +83.4% |
| 5Y | -68.5% | -22.3% | -46.2% | -68.1% |
| All | +101.7% | +41.3% | +60.4% | +56.3% |
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