+19.0%
VSXY vs DAR
-6.7%
+25.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.4% |
| 7D | -0.3% | +0.9% | -1.3% | -0.7% |
| 30D | -22.1% | +6.4% | -28.5% | -24.3% |
| 3M | -1.1% | +13.2% | -14.4% | -7.3% |
| 6M | +53.8% | +26.2% | +27.6% | +36.1% |
| YTD | +35.5% | +84.4% | -48.9% | +0.4% |
| 1Y | +186.0% | +112.0% | +74.0% | +96.6% |
| 3Y | +343.2% | +13.4% | +329.8% | +296.9% |
| 5Y | +19.0% | -6.0% | +25.0% | +13.1% |
| All | +19.0% | -6.7% | +25.7% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling