+15.0%
XBI vs DOCS
-20.2%
+35.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.9% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +2.0% | +7.8% | -5.7% | +0.9% |
| 3M | -0.3% | +20.0% | -20.3% | -3.4% |
| 6M | +16.6% | +26.5% | -9.9% | +10.2% |
| YTD | +28.8% | -25.8% | +54.6% | +32.3% |
| 1Y | +44.6% | -39.5% | +84.1% | +53.7% |
| 3Y | +137.1% | +60.3% | +76.8% | +93.9% |
| 5Y | +22.8% | -57.0% | +79.8% | +16.2% |
| All | +15.0% | -20.2% | +35.2% | +8.9% |
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