+124.1%
XBI vs DOC
+21.2%
+102.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | +2.6% | +7.7% | -5.2% | -0.2% |
| 3M | -4.0% | -2.0% | -2.0% | -3.5% |
| 6M | +10.9% | +5.9% | +5.1% | +8.2% |
| YTD | +23.6% | +31.8% | -8.2% | +10.4% |
| 1Y | +35.1% | +22.5% | +12.6% | +23.8% |
| 3Y | +125.2% | +54.7% | +70.5% | +88.7% |
| 5Y | +19.7% | -21.3% | +41.0% | +24.7% |
| All | +124.1% | +21.2% | +102.8% | +108.3% |
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