+926.8%
XBI vs DD
+213.9%
+712.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.6% |
| 7D | -3.6% | -3.8% | +0.1% | -2.2% |
| 30D | +0.9% | -9.2% | +10.1% | +4.6% |
| 3M | +21.4% | -9.0% | +30.4% | +25.6% |
| 6M | +25.5% | -5.0% | +30.5% | +27.1% |
| YTD | +30.8% | +7.4% | +23.5% | +25.8% |
| 1Y | +68.6% | +35.1% | +33.5% | +47.4% |
| 3Y | +103.9% | +43.2% | +60.7% | +70.7% |
| 5Y | +20.8% | +59.6% | -38.9% | -4.3% |
| 10Y | +164.0% | +66.5% | +97.5% | +91.5% |
| All | +926.8% | +213.9% | +712.9% | +459.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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