-37.9%
DG vs VSXY
+19.2%
-57.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -2.3% |
| 7D | -4.8% | -10.7% | +5.9% | -4.0% |
| 30D | +1.8% | -24.3% | +26.0% | +3.9% |
| 3M | +14.5% | +1.0% | +13.5% | +14.1% |
| 6M | -13.6% | +57.4% | -70.9% | -17.9% |
| YTD | -4.8% | +39.8% | -44.6% | -9.0% |
| 1Y | +21.6% | +196.5% | -174.9% | +7.9% |
| 3Y | +4.5% | +357.2% | -352.8% | -16.1% |
| All | -37.9% | +19.2% | -57.1% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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