+210.9%
RL vs VSXY
+335.0%
-124.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.9% |
| 7D | +1.9% | -6.8% | +8.7% | +3.0% |
| 30D | -12.2% | -20.4% | +8.2% | -8.6% |
| 3M | -6.6% | +2.9% | -9.5% | -7.8% |
| 6M | +3.2% | +67.9% | -64.8% | -10.3% |
| YTD | -1.3% | +44.9% | -46.2% | -11.9% |
| 1Y | +13.6% | +205.9% | -192.3% | -14.8% |
| 3Y | +210.9% | +373.9% | -163.0% | +111.1% |
| All | +210.9% | +335.0% | -124.1% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling