+63.9%
DOCN vs VSXY
+93.0%
-29.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.6% | -4.5% |
| 7D | +19.1% | -1.7% | +20.8% | +19.5% |
| 30D | -21.0% | +20.1% | -41.1% | -24.7% |
| 3M | -34.7% | +16.6% | -51.3% | -37.9% |
| 6M | -45.8% | +134.9% | -180.7% | -59.2% |
| YTD | +79.4% | +96.0% | -16.6% | +39.7% |
| 1Y | +91.0% | +203.8% | -112.8% | +29.2% |
| 3Y | +237.5% | +465.3% | -227.9% | +67.4% |
| 5Y | -30.4% | +106.3% | -136.7% | -51.8% |
| All | +63.9% | +93.0% | -29.1% | +5.7% |
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