-35.6%
DOCN vs VSXY
+110.3%
-145.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.1% |
| 7D | -19.2% | +11.8% | -31.0% | -21.6% |
| 30D | -43.1% | +25.9% | -69.0% | -46.5% |
| 3M | -40.7% | +15.5% | -56.2% | -43.5% |
| 6M | -55.0% | +109.7% | -164.7% | -65.2% |
| YTD | +50.6% | +99.5% | -48.8% | +15.9% |
| 1Y | +54.0% | +197.5% | -143.5% | +3.4% |
| 3Y | +203.9% | +453.3% | -249.4% | +46.0% |
| All | -35.6% | +110.3% | -145.9% | -53.8% |
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