+95.3%
DOCU vs XYL
+7.6%
+87.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -3.2% | +10.2% | -13.4% | -6.1% |
| 30D | +15.7% | -4.3% | +20.0% | +16.9% |
| 3M | +37.3% | -17.8% | +55.1% | +45.7% |
| 6M | +63.1% | -13.4% | +76.5% | +70.2% |
| YTD | +15.4% | -25.7% | +41.1% | +26.4% |
| 1Y | +11.3% | -32.7% | +44.0% | +27.7% |
| All | +95.3% | +7.6% | +87.7% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling