+13.7%
XBI vs DOC
-22.1%
+35.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | -6.0% | +6.2% | -12.2% | -8.4% |
| 30D | -1.7% | +6.5% | -8.1% | -4.6% |
| 3M | -3.0% | -6.2% | +3.2% | -0.5% |
| 6M | +11.0% | +25.6% | -14.6% | -1.7% |
| YTD | +21.8% | +32.1% | -10.2% | +4.6% |
| 1Y | +36.5% | +20.3% | +16.2% | +22.7% |
| 3Y | +109.0% | +42.7% | +66.2% | +67.5% |
| 5Y | +13.7% | -22.2% | +35.9% | +28.9% |
| All | +13.7% | -22.1% | +35.8% | +28.9% |
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 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