+25.4%
XBI vs DOCN
+171.0%
-145.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.9% |
| 7D | +0.9% | +1.1% | -0.3% | +0.6% |
| 30D | +7.1% | -9.6% | +16.7% | +8.7% |
| 3M | +22.9% | -37.7% | +60.6% | +33.2% |
| 6M | +29.7% | +115.2% | -85.5% | +2.4% |
| YTD | +34.5% | +133.7% | -99.2% | +2.9% |
| 1Y | +76.1% | +250.2% | -174.1% | +20.4% |
| 3Y | +103.2% | +320.3% | -217.1% | +23.4% |
| 5Y | +22.8% | +53.1% | -30.3% | -15.1% |
| All | +25.4% | +171.0% | -145.6% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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