-11.2%
XHB vs DOC
+23.9%
-35.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | -1.3% | -1.5% | +0.2% | -0.9% |
| 30D | -6.9% | -4.8% | -2.1% | -5.7% |
| 3M | -1.3% | +6.9% | -8.1% | -2.9% |
| 6M | -6.8% | +20.7% | -27.5% | -10.7% |
| YTD | +0.7% | +34.1% | -33.4% | -7.8% |
| 1Y | -11.2% | +22.6% | -33.9% | -17.8% |
| All | -11.2% | +23.9% | -35.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling