+44.6%
DLR vs VSXY
+37.5%
+7.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +1.5% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -4.3% | -18.7% | +14.4% | -2.8% |
| 3M | +3.8% | -4.0% | +7.8% | +3.8% |
| 6M | +5.8% | +67.5% | -61.6% | -0.3% |
| YTD | +23.5% | +39.7% | -16.1% | +17.7% |
| 1Y | +11.1% | +180.0% | -168.9% | -1.4% |
| 3Y | +57.9% | +337.3% | -279.4% | +27.5% |
| 5Y | +44.0% | +22.7% | +21.3% | +27.5% |
| All | +44.6% | +37.5% | +7.1% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling