-17.1%
XYL vs DOC
-24.5%
+7.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -5.0% | -1.5% | -3.6% | -4.5% |
| 30D | -13.2% | -4.8% | -8.5% | -11.8% |
| 3M | -3.7% | +6.9% | -10.6% | -6.1% |
| 6M | -17.7% | +20.7% | -38.4% | -23.6% |
| YTD | -21.5% | +34.1% | -55.7% | -30.3% |
| 1Y | -24.5% | +22.6% | -47.1% | -30.8% |
| 3Y | +6.9% | +20.8% | -13.9% | -1.6% |
| All | -17.1% | -24.5% | +7.4% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling