+33.2%
DG vs VSXY
+132.7%
-99.6%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +0.3% | -1.7% | +2.0% | +0.3% |
| 30D | +3.2% | +20.1% | -16.9% | +3.6% |
| 3M | +10.4% | +16.6% | -6.2% | +10.8% |
| 6M | +33.2% | +134.9% | -101.8% | +39.7% |
| All | +33.2% | +132.7% | -99.6% | +39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling