+925.0%
XBI vs DOC
+156.1%
+768.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.5% | +1.7% |
| 7D | +1.0% | +8.7% | -7.7% | -1.7% |
| 30D | +1.9% | +7.6% | -5.8% | -0.6% |
| 3M | +4.8% | -5.3% | +10.0% | +6.3% |
| 6M | +19.3% | +27.6% | -8.3% | +9.4% |
| YTD | +30.6% | +32.4% | -1.8% | +18.1% |
| 1Y | +47.9% | +22.9% | +25.0% | +36.8% |
| 3Y | +124.0% | +43.1% | +81.0% | +96.4% |
| 5Y | +20.2% | -21.4% | +41.6% | +25.9% |
| 10Y | +194.0% | +16.8% | +177.2% | +159.2% |
| All | +925.0% | +156.1% | +768.9% | +483.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling