+48.7%
DOCN vs VSXY
+106.4%
-57.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.1% | +3.0% | +6.8% |
| 7D | -12.8% | +15.2% | -28.0% | -15.9% |
| 30D | -41.9% | +37.0% | -78.9% | -46.4% |
| 3M | -36.9% | +15.2% | -52.1% | -39.7% |
| 6M | -52.2% | +136.3% | -188.5% | -64.0% |
| YTD | +62.7% | +109.6% | -46.8% | +24.8% |
| 1Y | +58.2% | +223.7% | -165.4% | +5.5% |
| 3Y | +219.5% | +516.3% | -296.8% | +54.9% |
| 5Y | -32.9% | +125.1% | -158.0% | -54.4% |
| All | +48.7% | +106.4% | -57.7% | -5.6% |
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