-76.5%
DOCU vs XYL
-17.7%
-58.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +5.1% |
| 7D | +6.9% | -5.0% | +11.9% | +10.7% |
| 30D | +19.0% | -13.2% | +32.2% | +30.9% |
| 3M | +34.3% | -3.7% | +38.0% | +37.2% |
| 6M | +48.0% | -17.7% | +65.7% | +66.7% |
| YTD | 0.0% | -21.5% | +21.5% | +15.6% |
| 1Y | -10.3% | -24.5% | +14.2% | +6.3% |
| 3Y | +32.4% | +6.9% | +25.5% | +7.9% |
| All | -76.5% | -17.7% | -58.8% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling