+87.2%
XBI vs DT
+98.4%
-11.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | +0.9% | +0.1% | +0.8% | +0.6% |
| 3M | +21.4% | +24.1% | -2.7% | +12.3% |
| 6M | +25.5% | +30.1% | -4.6% | +12.4% |
| YTD | +30.8% | +16.8% | +14.1% | +20.8% |
| 1Y | +68.6% | -0.1% | +68.7% | +63.6% |
| 3Y | +103.9% | +6.8% | +97.1% | +87.8% |
| 5Y | +20.8% | -28.4% | +49.1% | +20.0% |
| All | +87.2% | +98.4% | -11.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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