+465.3%
VSXY vs DAR
+33.7%
+431.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.1% |
| 7D | -1.7% | +11.6% | -13.3% | -5.1% |
| 30D | +20.1% | -10.2% | +30.4% | +23.9% |
| 3M | +16.6% | -14.8% | +31.4% | +21.8% |
| 6M | +134.9% | -10.1% | +145.0% | +139.7% |
| YTD | +96.0% | +55.5% | +40.5% | +59.6% |
| 1Y | +203.8% | +61.7% | +142.1% | +142.8% |
| 3Y | +465.3% | +37.2% | +428.2% | +355.1% |
| All | +465.3% | +33.7% | +431.6% | +355.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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