-35.4%
DG vs VSXY
+37.4%
-72.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.3% |
| 7D | +8.4% | -14.0% | +22.4% | +9.6% |
| 30D | +4.9% | -15.9% | +20.9% | +6.2% |
| 3M | +29.3% | +3.4% | +25.9% | +28.7% |
| 6M | -11.3% | +25.9% | -37.2% | -14.0% |
| YTD | +1.8% | +39.5% | -37.7% | -2.5% |
| 1Y | +25.3% | +194.4% | -169.0% | +12.0% |
| 3Y | +9.1% | +281.4% | -272.3% | -9.0% |
| 5Y | -34.9% | +12.8% | -47.7% | -40.6% |
| All | -35.4% | +37.4% | -72.8% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling