+181.3%
RRC vs VSXY
+37.4%
+143.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | +1.3% | -14.0% | +15.3% | +2.5% |
| 30D | +10.1% | -15.9% | +26.0% | +11.5% |
| 3M | +4.0% | +3.4% | +0.6% | +3.3% |
| 6M | +1.6% | +25.9% | -24.3% | -2.0% |
| YTD | +19.7% | +39.5% | -19.8% | +13.8% |
| 1Y | +21.4% | +194.4% | -172.9% | +5.3% |
| 3Y | +29.7% | +281.4% | -251.8% | +1.1% |
| 5Y | +153.9% | +12.8% | +141.1% | +118.3% |
| All | +181.3% | +37.4% | +143.9% | +138.5% |
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 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