-77.4%
DOCU vs VSXY
+37.4%
-114.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.2% |
| 7D | +6.9% | -14.0% | +20.9% | +9.7% |
| 30D | +19.0% | -15.9% | +34.9% | +22.5% |
| 3M | +34.3% | +3.4% | +30.9% | +32.5% |
| 6M | +48.0% | +25.9% | +22.1% | +35.7% |
| YTD | 0.0% | +39.5% | -39.5% | -10.8% |
| 1Y | -10.3% | +194.4% | -204.6% | -34.4% |
| 3Y | +32.4% | +281.4% | -249.0% | -19.5% |
| 5Y | -77.9% | +12.8% | -90.7% | -82.0% |
| All | -77.4% | +37.4% | -114.8% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling