+107.0%
XBI vs DOC
+20.8%
+86.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.9% |
| 3M | +22.9% | +6.9% | +16.0% | +19.4% |
| 6M | +29.7% | +20.7% | +9.0% | +19.4% |
| YTD | +34.5% | +34.1% | +0.3% | +17.8% |
| 1Y | +76.1% | +22.6% | +53.4% | +60.0% |
| All | +107.0% | +20.8% | +86.2% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling