+121.9%
RNG vs VSXY
+352.7%
-230.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.6% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | +9.6% | -18.7% | +28.3% | +12.3% |
| 3M | +83.3% | -4.0% | +87.3% | +83.1% |
| 6M | +77.9% | +67.5% | +10.5% | +57.8% |
| YTD | +139.9% | +39.7% | +100.3% | +120.2% |
| 1Y | +121.7% | +180.0% | -58.3% | +76.5% |
| 3Y | +121.9% | +337.3% | -215.4% | +53.1% |
| All | +121.9% | +352.7% | -230.9% | +53.1% |
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