+44.3%
DLR vs VSXY
+19.2%
+25.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.1% |
| 7D | +2.9% | -10.7% | +13.6% | +3.8% |
| 30D | -1.2% | -24.3% | +23.1% | +1.2% |
| 3M | +2.9% | +1.0% | +1.9% | +2.4% |
| 6M | +6.7% | +57.4% | -50.7% | +0.6% |
| YTD | +23.9% | +39.8% | -15.9% | +17.6% |
| 1Y | +18.6% | +196.5% | -177.8% | +3.5% |
| 3Y | +59.7% | +357.2% | -297.6% | +24.7% |
| All | +44.3% | +19.2% | +25.1% | +25.8% |
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 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