-10.3%
DOCU vs VSXY
+224.6%
-234.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.7% |
| 7D | +6.9% | -14.0% | +20.9% | +7.0% |
| 30D | +19.0% | -15.9% | +34.9% | +19.1% |
| 3M | +34.3% | +3.4% | +30.9% | +34.6% |
| 6M | +48.0% | +25.9% | +22.1% | +49.1% |
| YTD | 0.0% | +39.5% | -39.5% | +1.0% |
| 1Y | -10.3% | +194.4% | -204.6% | -10.8% |
| All | -10.3% | +224.6% | -234.8% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling