-74.3%
DOCU vs VSXY
+106.4%
-180.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.8% |
| 7D | -4.8% | +15.2% | -20.0% | -7.3% |
| 30D | +9.4% | +37.0% | -27.6% | +2.9% |
| 3M | +29.0% | +15.2% | +13.8% | +24.6% |
| 6M | +62.3% | +136.3% | -74.0% | +31.8% |
| YTD | +13.7% | +109.6% | -95.9% | -6.5% |
| 1Y | +11.5% | +223.7% | -212.1% | -18.2% |
| 3Y | +94.2% | +516.3% | -422.1% | +7.7% |
| 5Y | -71.7% | +125.1% | -196.9% | -79.1% |
| All | -74.3% | +106.4% | -180.7% | -81.0% |
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