+56.2%
RIG vs VSXY
+22.6%
+33.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -0.5% | -18.7% | +18.1% | +1.9% |
| 3M | -6.0% | -4.0% | -2.0% | -6.1% |
| 6M | -10.1% | +67.5% | -77.6% | -19.1% |
| YTD | +37.3% | +39.7% | -2.4% | +26.6% |
| 1Y | +73.9% | +180.0% | -106.1% | +41.6% |
| 3Y | -30.2% | +337.3% | -367.5% | -51.2% |
| All | +56.2% | +22.6% | +33.5% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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