+89.3%
RIO vs VSXY
+42.7%
+46.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | +0.2% |
| 7D | +1.9% | -6.8% | +8.7% | +2.4% |
| 30D | +5.0% | -20.4% | +25.3% | +6.8% |
| 3M | +5.1% | +2.9% | +2.2% | +4.6% |
| 6M | +17.6% | +67.9% | -50.3% | +11.1% |
| YTD | +36.3% | +44.9% | -8.6% | +29.9% |
| 1Y | +71.2% | +205.9% | -134.7% | +52.3% |
| 3Y | +102.7% | +373.9% | -271.1% | +64.1% |
| 5Y | +99.6% | +23.5% | +76.1% | +82.9% |
| All | +89.3% | +42.7% | +46.6% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling