+28.8%
DOCS vs VSXY
+110.0%
-81.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -4.4% |
| 7D | -1.3% | +7.2% | -8.6% | -1.1% |
| 30D | +19.4% | +24.9% | -5.5% | +20.6% |
| 3M | +53.4% | +18.3% | +35.1% | +55.0% |
| 6M | +28.8% | +109.4% | -80.7% | +39.6% |
| All | +28.8% | +110.0% | -81.2% | +39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling