+409.4%
XYL vs DOC
+35.7%
+373.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +1.8% | +3.9% |
| 7D | +14.5% | +8.7% | +5.8% | +11.4% |
| 30D | -1.3% | +7.6% | -9.0% | -3.6% |
| 3M | -17.0% | -5.3% | -11.7% | -15.5% |
| 6M | -11.3% | +27.6% | -38.9% | -18.8% |
| YTD | -25.0% | +32.4% | -57.4% | -32.4% |
| 1Y | -31.5% | +22.9% | -54.4% | -36.8% |
| 3Y | +8.2% | +43.1% | -34.9% | -6.6% |
| 5Y | -17.1% | -21.4% | +4.2% | -12.9% |
| 10Y | +141.1% | +16.8% | +124.2% | +117.9% |
| All | +409.4% | +35.7% | +373.7% | +298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling