-37.4%
DOCS vs VSXY
+217.9%
-255.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +1.1% |
| 7D | 0.0% | +15.2% | -15.2% | +0.1% |
| 30D | +7.8% | +37.0% | -29.2% | +8.2% |
| 3M | +20.0% | +15.2% | +4.8% | +20.2% |
| 6M | +26.5% | +136.3% | -109.8% | +30.5% |
| YTD | -25.8% | +109.6% | -135.3% | -22.5% |
| All | -37.4% | +217.9% | -255.3% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling