+139.0%
XBI vs DOC
+20.3%
+118.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +0.1% | +4.3% | -4.3% | -1.4% |
| 30D | +0.8% | +9.2% | -8.3% | -2.4% |
| 3M | -1.9% | -0.8% | -1.0% | -1.8% |
| 6M | +15.2% | +7.1% | +8.1% | +11.9% |
| YTD | +27.3% | +34.0% | -6.7% | +13.0% |
| 1Y | +41.5% | +23.2% | +18.3% | +29.4% |
| 3Y | +133.1% | +53.6% | +79.5% | +95.7% |
| 5Y | +23.7% | -20.4% | +44.1% | +28.3% |
| 10Y | +139.0% | +23.4% | +115.6% | +116.1% |
| All | +139.0% | +20.3% | +118.7% | +116.1% |
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