+324.3%
DOCN vs VSXY
+289.1%
+35.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.3% |
| 7D | +1.1% | -14.0% | +15.1% | +3.7% |
| 30D | -9.6% | -15.9% | +6.3% | -7.1% |
| 3M | -37.7% | +3.4% | -41.1% | -38.8% |
| 6M | +115.2% | +25.9% | +89.3% | +96.7% |
| YTD | +133.7% | +39.5% | +94.2% | +106.4% |
| 1Y | +250.2% | +194.4% | +55.8% | +155.1% |
| All | +324.3% | +289.1% | +35.2% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling