+119.2%
XBI vs DOC
+44.2%
+75.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | -2.4% | +6.5% | -8.9% | -4.6% |
| 30D | +1.3% | +9.2% | -7.8% | -2.1% |
| 3M | -1.5% | -2.5% | +1.0% | -0.7% |
| 6M | +10.7% | +7.1% | +3.6% | +7.2% |
| YTD | +25.0% | +33.0% | -8.0% | +9.4% |
| 1Y | +39.9% | +23.3% | +16.6% | +26.7% |
| 3Y | +119.2% | +44.9% | +74.3% | +78.9% |
| All | +119.2% | +44.2% | +75.0% | +78.9% |
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