+23.5%
XBI vs DOCS
-73.4%
+96.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.1% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | +7.1% | +21.8% | -14.8% | +2.3% |
| 3M | +22.9% | +27.3% | -4.4% | +16.2% |
| 6M | +29.7% | -0.3% | +30.0% | +26.8% |
| YTD | +34.5% | -40.5% | +75.0% | +44.3% |
| 1Y | +76.1% | -61.5% | +137.6% | +105.0% |
| 3Y | +103.2% | +8.2% | +95.0% | +73.0% |
| All | +23.5% | -73.4% | +96.9% | +26.1% |
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