-23.6%
DOC vs VSXY
+14.5%
-38.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.0% |
| 7D | -1.5% | -14.0% | +12.5% | -0.2% |
| 30D | -4.8% | -15.9% | +11.1% | -3.4% |
| 3M | +6.9% | +3.4% | +3.5% | +6.1% |
| 6M | +20.7% | +25.9% | -5.2% | +16.1% |
| YTD | +34.1% | +39.5% | -5.3% | +27.2% |
| 1Y | +22.6% | +194.4% | -171.7% | +6.7% |
| 3Y | +20.8% | +281.4% | -260.6% | -4.2% |
| All | -23.6% | +14.5% | -38.1% | -35.0% |
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