+45.9%
ROK vs VSXY
+15.5%
+30.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.7% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -5.4% | -22.1% | +16.6% | -2.2% |
| 3M | -4.0% | -1.1% | -2.8% | -4.4% |
| 6M | +13.3% | +53.8% | -40.5% | +3.3% |
| YTD | +9.3% | +35.5% | -26.1% | +1.3% |
| 1Y | +25.8% | +186.0% | -160.2% | +2.4% |
| 3Y | +49.1% | +343.2% | -294.1% | +4.7% |
| 5Y | +45.9% | +19.0% | +26.9% | +26.2% |
| All | +45.9% | +15.5% | +30.3% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling