+60.3%
RRC vs VSXY
+455.0%
-394.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.7% |
| 7D | +6.4% | -1.7% | +8.1% | +6.4% |
| 30D | +23.9% | +20.1% | +3.8% | +23.3% |
| 3M | +30.2% | +16.6% | +13.6% | +29.6% |
| 6M | +26.3% | +134.9% | -108.7% | +22.7% |
| YTD | +48.1% | +96.0% | -47.9% | +44.5% |
| 1Y | +37.7% | +203.8% | -166.1% | +30.8% |
| 3Y | +60.3% | +465.3% | -405.0% | +36.2% |
| All | +60.3% | +455.0% | -394.7% | +36.2% |
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