+8.9%
DOCS vs VSXY
+289.1%
-280.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.0% |
| 7D | -1.4% | -14.0% | +12.6% | -0.3% |
| 30D | +21.8% | -15.9% | +37.7% | +23.5% |
| 3M | +27.3% | +3.4% | +23.9% | +26.9% |
| 6M | -0.3% | +25.9% | -26.3% | -3.2% |
| YTD | -40.5% | +39.5% | -80.0% | -43.1% |
| 1Y | -61.5% | +194.4% | -255.9% | -66.8% |
| All | +8.9% | +289.1% | -280.2% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling