+113.5%
DOCN vs VSXY
+37.4%
+76.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.2% |
| 7D | +1.1% | -14.0% | +15.1% | +4.6% |
| 30D | -9.6% | -15.9% | +6.3% | -6.3% |
| 3M | -37.7% | +3.4% | -41.1% | -39.2% |
| 6M | +115.2% | +25.9% | +89.3% | +91.0% |
| YTD | +133.7% | +39.5% | +94.2% | +99.2% |
| 1Y | +250.2% | +194.4% | +55.8% | +136.0% |
| 3Y | +320.3% | +281.4% | +38.9% | +129.0% |
| 5Y | +53.1% | +12.8% | +40.3% | +21.3% |
| All | +113.5% | +37.4% | +76.2% | +50.6% |
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 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