-54.2%
DOCS vs VSXY
+110.3%
-164.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.3% |
| 7D | -0.8% | +11.8% | -12.6% | -2.4% |
| 30D | +17.4% | +25.9% | -8.5% | +13.2% |
| 3M | +57.4% | +15.5% | +41.8% | +53.2% |
| 6M | +26.5% | +109.7% | -83.2% | +9.0% |
| YTD | -26.6% | +99.5% | -126.0% | -36.9% |
| 1Y | -48.1% | +197.5% | -245.5% | -59.2% |
| 3Y | +52.6% | +453.3% | -400.6% | -8.1% |
| All | -54.2% | +110.3% | -164.5% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling