+30.9%
DOCU vs VSXY
+289.1%
-258.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.4% |
| 7D | +6.9% | -14.0% | +20.9% | +8.4% |
| 30D | +19.0% | -15.9% | +34.9% | +20.9% |
| 3M | +34.3% | +3.4% | +30.9% | +33.4% |
| 6M | +48.0% | +25.9% | +22.1% | +41.9% |
| YTD | 0.0% | +39.5% | -39.5% | -5.7% |
| 1Y | -10.3% | +194.4% | -204.6% | -25.4% |
| All | +30.9% | +289.1% | -258.2% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling