-74.1%
RNG vs VSXY
+33.4%
-107.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.2% |
| 7D | -9.6% | -0.3% | -9.2% | -9.6% |
| 30D | +8.8% | -22.1% | +30.9% | +14.5% |
| 3M | +78.6% | -1.1% | +79.8% | +76.7% |
| 6M | +70.3% | +53.8% | +16.5% | +43.7% |
| YTD | +140.3% | +35.5% | +104.9% | +108.9% |
| 1Y | +126.6% | +186.0% | -59.4% | +56.4% |
| 3Y | +120.2% | +343.2% | -223.0% | +13.3% |
| 5Y | -68.3% | +19.0% | -87.3% | -75.4% |
| All | -74.1% | +33.4% | -107.5% | -81.1% |
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 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