-71.7%
DOCU vs VSXY
+110.3%
-182.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | -5.5% | +11.8% | -17.4% | -7.7% |
| 30D | +12.6% | +25.9% | -13.3% | +7.4% |
| 3M | +36.4% | +15.5% | +20.9% | +31.5% |
| 6M | +66.8% | +109.7% | -42.9% | +37.2% |
| YTD | +13.5% | +99.5% | -86.0% | -6.9% |
| 1Y | +11.3% | +197.5% | -186.2% | -18.5% |
| 3Y | +92.1% | +453.3% | -361.2% | +3.6% |
| All | -71.7% | +110.3% | -182.0% | -78.4% |
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