-52.7%
DOCS vs VSXY
+37.4%
-90.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.1% |
| 7D | -1.4% | -14.0% | +12.6% | +0.3% |
| 30D | +21.8% | -15.9% | +37.7% | +24.3% |
| 3M | +27.3% | +3.4% | +23.9% | +26.4% |
| 6M | -0.3% | +25.9% | -26.3% | -5.4% |
| YTD | -40.5% | +39.5% | -80.0% | -44.6% |
| 1Y | -61.5% | +194.4% | -255.9% | -68.6% |
| 3Y | +8.2% | +281.4% | -273.3% | -22.6% |
| 5Y | -73.4% | +12.8% | -86.2% | -79.8% |
| All | -52.7% | +37.4% | -90.1% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling