-69.4%
DOCU vs XYL
-23.3%
-46.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +4.1% | -3.7% | +7.8% | +6.5% |
| 30D | +7.4% | -8.3% | +15.7% | +11.9% |
| 3M | +26.0% | -21.4% | +47.4% | +45.3% |
| 6M | +79.2% | -12.9% | +92.1% | +91.3% |
| YTD | +18.1% | -30.1% | +48.1% | +44.5% |
| 1Y | +20.5% | -35.2% | +55.7% | +56.7% |
| 3Y | +96.4% | -0.8% | +97.2% | +61.9% |
| All | -69.4% | -23.3% | -46.1% | -65.2% |
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