+95.3%
DOCU vs XYL
+45.3%
+50.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -0.6% |
| 7D | -5.5% | +5.9% | -11.4% | -8.2% |
| 30D | +12.6% | -3.9% | +16.6% | +13.8% |
| 3M | +36.4% | -18.7% | +55.1% | +48.6% |
| 6M | +66.8% | -16.9% | +83.7% | +79.4% |
| YTD | +13.5% | -27.4% | +40.8% | +28.8% |
| 1Y | +11.3% | -34.0% | +45.3% | +32.6% |
| 3Y | +92.1% | +5.6% | +86.5% | +75.7% |
| 5Y | -71.0% | -20.6% | -50.4% | -70.9% |
| All | +95.3% | +45.3% | +50.0% | +49.5% |
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