+169.2%
XBI vs DOC
-2.1%
+171.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +0.9% | -1.5% | +2.4% | +1.4% |
| 30D | +7.1% | -4.8% | +11.8% | +8.8% |
| 3M | +22.9% | +6.9% | +16.0% | +19.7% |
| 6M | +29.7% | +20.7% | +9.0% | +20.2% |
| YTD | +34.5% | +34.1% | +0.3% | +19.7% |
| 1Y | +76.1% | +22.6% | +53.4% | +61.5% |
| 3Y | +103.2% | +20.8% | +82.4% | +85.4% |
| 5Y | +22.8% | -24.9% | +47.7% | +29.6% |
| All | +169.2% | -2.1% | +171.3% | +167.7% |
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 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