+141.7%
RNG vs VSXY
+224.6%
-82.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.6% | -6.5% | -4.0% |
| 7D | +5.8% | -14.0% | +19.8% | +6.4% |
| 30D | +19.6% | -15.9% | +35.5% | +20.4% |
| 3M | +67.0% | +3.4% | +63.6% | +66.2% |
| 6M | +88.4% | +25.9% | +62.5% | +85.3% |
| YTD | +155.5% | +39.5% | +116.0% | +148.0% |
| 1Y | +141.7% | +194.4% | -52.7% | +108.5% |
| All | +141.7% | +224.6% | -82.9% | +108.5% |
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