-25.0%
DOC vs VSXY
+93.3%
-118.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +6.2% | +7.2% | -1.0% | +5.6% |
| 30D | +6.5% | +24.9% | -18.5% | +4.3% |
| 3M | -6.2% | +18.3% | -24.5% | -7.9% |
| 6M | +25.6% | +109.4% | -83.8% | +15.8% |
| YTD | +32.1% | +96.3% | -64.2% | +21.8% |
| 1Y | +20.3% | +184.0% | -163.7% | +6.6% |
| 3Y | +42.7% | +443.0% | -400.2% | +12.2% |
| 5Y | -22.2% | +106.9% | -129.0% | -34.3% |
| All | -25.0% | +93.3% | -118.3% | -36.6% |
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