-24.8%
DOC vs VSXY
+98.1%
-122.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.4% | -5.3% | +2.4% |
| 7D | +8.7% | +14.2% | -5.5% | +7.5% |
| 30D | +7.6% | +21.9% | -14.2% | +5.7% |
| 3M | -5.3% | +22.1% | -27.4% | -7.2% |
| 6M | +27.6% | +116.7% | -89.1% | +17.3% |
| YTD | +32.4% | +101.1% | -68.7% | +21.8% |
| 1Y | +22.9% | +208.0% | -185.2% | +8.0% |
| 3Y | +43.1% | +456.4% | -413.3% | +12.2% |
| 5Y | -21.4% | +110.8% | -132.2% | -33.7% |
| All | -24.8% | +98.1% | -122.9% | -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 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