+77.8%
VSXY vs DAR
-3.6%
+81.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | -14.0% | +1.4% | -15.3% | -14.4% |
| 30D | -15.9% | +12.8% | -28.7% | -20.4% |
| 3M | +3.4% | +7.4% | -4.0% | -0.9% |
| 6M | +25.9% | +22.3% | +3.7% | +12.9% |
| YTD | +39.5% | +81.1% | -41.6% | +4.1% |
| 1Y | +194.4% | +106.5% | +87.9% | +104.5% |
| 3Y | +281.4% | +5.3% | +276.1% | +254.1% |
| 5Y | +12.8% | -11.5% | +24.3% | +12.2% |
| All | +77.8% | -3.6% | +81.4% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling