+17.4%
XBI vs DOC
-21.4%
+38.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | -2.4% | +6.5% | -8.9% | -5.1% |
| 30D | +1.3% | +9.2% | -7.8% | -2.8% |
| 3M | -1.5% | -2.5% | +1.0% | -0.6% |
| 6M | +10.7% | +7.1% | +3.6% | +6.5% |
| YTD | +25.0% | +33.0% | -8.0% | +7.0% |
| 1Y | +39.9% | +23.3% | +16.6% | +24.3% |
| 3Y | +119.2% | +44.9% | +74.3% | +74.4% |
| All | +17.4% | -21.4% | +38.8% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling