-73.5%
DOCU vs VSXY
+99.7%
-173.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.4% |
| 7D | -0.4% | +0.8% | -1.3% | -0.6% |
| 30D | +12.9% | +24.0% | -11.1% | +8.3% |
| 3M | +35.1% | +16.7% | +18.4% | +30.2% |
| 6M | +76.2% | +138.6% | -62.4% | +42.5% |
| YTD | +17.2% | +102.8% | -85.6% | -3.1% |
| 1Y | +16.4% | +214.2% | -197.7% | -14.2% |
| 3Y | +95.6% | +461.4% | -365.8% | +11.3% |
| 5Y | -68.5% | +118.3% | -186.8% | -76.6% |
| All | -73.5% | +99.7% | -173.3% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling