+10.4%
XBI vs DOCS
-19.0%
+29.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | -1.1% | +2.6% | -3.6% | -1.5% |
| 30D | +2.6% | +11.4% | -8.9% | +0.9% |
| 3M | -4.0% | +25.4% | -29.4% | -7.6% |
| 6M | +10.9% | +42.5% | -31.6% | +2.9% |
| YTD | +23.6% | -24.7% | +48.3% | +26.6% |
| 1Y | +35.1% | -32.9% | +68.0% | +41.0% |
| 3Y | +125.2% | +39.6% | +85.6% | +90.4% |
| 5Y | +19.7% | -54.6% | +74.4% | +12.9% |
| All | +10.4% | -19.0% | +29.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling