-71.7%
DOCU vs XYL
-20.5%
-51.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.8% |
| 7D | -4.8% | +2.1% | -6.8% | -6.1% |
| 30D | +9.4% | -3.4% | +12.7% | +10.3% |
| 3M | +29.0% | -17.2% | +46.2% | +43.9% |
| 6M | +62.3% | -12.0% | +74.4% | +73.0% |
| YTD | +13.7% | -26.3% | +40.0% | +34.7% |
| 1Y | +11.5% | -33.5% | +45.0% | +43.7% |
| 3Y | +94.2% | +6.4% | +87.8% | +52.2% |
| 5Y | -71.7% | -20.9% | -50.8% | -64.8% |
| All | -71.7% | -20.5% | -51.2% | -64.8% |
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 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