+8.3%
RL vs VSXY
+184.3%
-175.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.2% |
| 7D | -3.4% | +0.1% | -3.6% | -3.5% |
| 30D | -14.4% | -18.7% | +4.2% | -11.9% |
| 3M | -13.6% | -4.0% | -9.6% | -13.5% |
| 6M | +0.6% | +67.5% | -66.9% | -11.7% |
| YTD | -3.6% | +39.7% | -43.3% | -12.0% |
| 1Y | +8.3% | +180.0% | -171.6% | -16.3% |
| All | +8.3% | +184.3% | -175.9% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling