+34.2%
DOCN vs VSXY
+93.3%
-59.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.4% | -13.4% | -15.2% |
| 7D | -29.3% | +7.2% | -36.5% | -30.6% |
| 30D | -46.0% | +24.9% | -71.0% | -49.2% |
| 3M | -43.2% | +18.3% | -61.5% | -46.1% |
| 6M | -53.7% | +109.4% | -163.2% | -63.9% |
| YTD | +46.9% | +96.3% | -49.3% | +14.5% |
| 1Y | +54.3% | +184.0% | -129.7% | +6.5% |
| 3Y | +185.5% | +443.0% | -257.4% | +43.4% |
| 5Y | -31.1% | +106.9% | -138.0% | -52.3% |
| All | +34.2% | +93.3% | -59.1% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling