-73.9%
DOCU vs VSXY
+93.3%
-167.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.5% |
| 7D | -3.2% | +7.2% | -10.4% | -4.5% |
| 30D | +15.7% | +24.9% | -9.3% | +10.7% |
| 3M | +37.3% | +18.3% | +19.0% | +31.9% |
| 6M | +63.1% | +109.4% | -46.3% | +35.6% |
| YTD | +15.4% | +96.3% | -80.9% | -3.9% |
| 1Y | +11.3% | +184.0% | -172.7% | -16.0% |
| 3Y | +92.1% | +443.0% | -350.9% | +9.9% |
| 5Y | -70.5% | +106.9% | -177.4% | -77.9% |
| All | -73.9% | +93.3% | -167.2% | -80.5% |
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 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