+107.0%
XYL vs DOC
+20.3%
+86.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +0.6% | +4.3% | -3.8% | -1.0% |
| 30D | -5.7% | +9.2% | -14.9% | -8.6% |
| 3M | -19.8% | -0.8% | -19.0% | -19.5% |
| 6M | -14.2% | +7.1% | -21.3% | -16.4% |
| YTD | -28.1% | +34.0% | -62.1% | -36.3% |
| 1Y | -35.0% | +23.2% | -58.2% | -40.6% |
| 3Y | +2.1% | +53.6% | -51.5% | -16.0% |
| 5Y | -22.1% | -20.4% | -1.7% | -17.5% |
| 10Y | +107.0% | +23.4% | +83.6% | +88.3% |
| All | +107.0% | +20.3% | +86.7% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling