-26.2%
DOCN vs VSXY
+121.1%
-147.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.2% |
| 7D | -12.1% | +10.2% | -22.3% | -14.4% |
| 30D | -41.0% | +33.6% | -74.7% | -45.4% |
| 3M | -38.7% | +10.8% | -49.5% | -40.9% |
| 6M | -51.5% | +130.5% | -182.0% | -63.5% |
| YTD | +65.3% | +104.4% | -39.2% | +26.5% |
| 1Y | +53.9% | +216.5% | -162.6% | +1.7% |
| 3Y | +215.6% | +465.9% | -250.4% | +51.4% |
| 5Y | -26.2% | +123.1% | -149.3% | -47.9% |
| All | -26.2% | +121.1% | -147.2% | -47.9% |
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