+22.3%
XBI vs DOCS
-52.4%
+74.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | -4.0% | +25.4% | -29.4% | -8.1% |
| 6M | +10.9% | +42.5% | -31.6% | +1.8% |
| YTD | +23.6% | -24.7% | +48.3% | +27.4% |
| 1Y | +35.1% | -32.9% | +68.0% | +42.3% |
| 3Y | +125.2% | +39.6% | +85.6% | +80.9% |
| All | +22.3% | -52.4% | +74.7% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling