-7.5%
RIG vs VSXY
+67.0%
-74.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -1.1% |
| 7D | -8.2% | -10.7% | +2.5% | -8.7% |
| 30D | -0.2% | -24.3% | +24.1% | -1.7% |
| 3M | -2.7% | +1.0% | -3.7% | -2.4% |
| 6M | -7.5% | +57.4% | -64.8% | -2.7% |
| All | -7.5% | +67.0% | -74.5% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling