+149.8%
VSXY vs DAR
-17.2%
+167.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.0% |
| 7D | -1.7% | +11.6% | -13.3% | -6.1% |
| 30D | +20.1% | -10.2% | +30.4% | +25.0% |
| 3M | +16.6% | -14.8% | +31.4% | +23.3% |
| 6M | +134.9% | -10.1% | +145.0% | +140.5% |
| YTD | +96.0% | +55.5% | +40.5% | +54.6% |
| 1Y | +203.8% | +61.7% | +142.1% | +134.7% |
| 3Y | +465.3% | +37.2% | +428.2% | +348.4% |
| 5Y | +106.3% | -26.9% | +133.2% | +121.0% |
| All | +149.8% | -17.2% | +167.0% | +153.5% |
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 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