-70.5%
DOCU vs XYL
-18.4%
-52.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.3% |
| 7D | -3.2% | +10.2% | -13.4% | -9.3% |
| 30D | +15.7% | -4.3% | +20.0% | +17.5% |
| 3M | +37.3% | -17.8% | +55.1% | +54.1% |
| 6M | +63.1% | -13.4% | +76.5% | +75.5% |
| YTD | +15.4% | -25.7% | +41.1% | +36.1% |
| 1Y | +11.3% | -32.7% | +44.0% | +42.2% |
| 3Y | +92.1% | +7.1% | +84.9% | +49.9% |
| 5Y | -70.5% | -18.7% | -51.7% | -62.3% |
| All | -70.5% | -18.4% | -52.1% | -62.3% |
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