+57.0%
VSXY vs DAR
+24.4%
+32.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.4% |
| 7D | -14.0% | +1.4% | -15.3% | -13.4% |
| 30D | -15.9% | +12.8% | -28.7% | -13.0% |
| 3M | +3.4% | +7.4% | -4.0% | +7.8% |
| All | +57.0% | +24.4% | +32.6% | +67.1% |
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 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