+72.2%
DOCU vs XYL
+57.0%
+15.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +4.7% |
| 7D | +6.9% | -5.0% | +11.9% | +9.5% |
| 30D | +19.0% | -13.2% | +32.2% | +27.1% |
| 3M | +34.3% | -3.7% | +38.0% | +36.5% |
| 6M | +48.0% | -17.7% | +65.7% | +60.8% |
| YTD | 0.0% | -21.5% | +21.5% | +10.7% |
| 1Y | -10.3% | -24.5% | +14.2% | +1.0% |
| 3Y | +32.4% | +6.9% | +25.5% | +21.9% |
| 5Y | -77.9% | -18.1% | -59.9% | -78.2% |
| All | +72.2% | +57.0% | +15.2% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling