-53.3%
DOCS vs VSXY
+106.9%
-160.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.9% |
| 7D | -1.3% | +7.2% | -8.6% | -2.4% |
| 30D | +19.4% | +24.9% | -5.5% | +15.2% |
| 3M | +53.4% | +18.3% | +35.1% | +48.7% |
| 6M | +28.8% | +109.4% | -80.7% | +10.9% |
| YTD | -25.1% | +96.3% | -121.3% | -35.4% |
| 1Y | -48.1% | +184.0% | -232.2% | -59.0% |
| 3Y | +51.4% | +443.0% | -391.6% | -8.5% |
| All | -53.3% | +106.9% | -160.2% | -62.6% |
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 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