-76.5%
DOCU vs VSXY
+14.5%
-91.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.2% |
| 7D | +6.9% | -14.0% | +20.9% | +9.9% |
| 30D | +19.0% | -15.9% | +34.9% | +22.7% |
| 3M | +34.3% | +3.4% | +30.9% | +32.4% |
| 6M | +48.0% | +25.9% | +22.1% | +35.0% |
| YTD | 0.0% | +39.5% | -39.5% | -11.4% |
| 1Y | -10.3% | +194.4% | -204.6% | -35.8% |
| 3Y | +32.4% | +281.4% | -249.0% | -23.3% |
| All | -76.5% | +14.5% | -91.0% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling