+55.8%
DOCS vs VSXY
+441.8%
-386.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -4.1% |
| 7D | -1.3% | +7.2% | -8.6% | -1.9% |
| 30D | +19.4% | +24.9% | -5.5% | +17.3% |
| 3M | +53.4% | +18.3% | +35.1% | +51.1% |
| 6M | +28.8% | +109.4% | -80.7% | +19.8% |
| YTD | -25.1% | +96.3% | -121.3% | -30.2% |
| 1Y | -48.1% | +184.0% | -232.2% | -54.2% |
| All | +55.8% | +441.8% | -386.1% | +15.7% |
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