+134.9%
VSXY vs DAR
-11.9%
+146.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.6% |
| 7D | -1.7% | +11.6% | -13.3% | -0.6% |
| 30D | +20.1% | -10.2% | +30.4% | +17.9% |
| 3M | +16.6% | -14.8% | +31.4% | +13.6% |
| 6M | +134.9% | -10.1% | +145.0% | +157.5% |
| All | +134.9% | -11.9% | +146.8% | +157.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling