+55.8%
ROK vs VSXY
+37.7%
+18.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.2% |
| 7D | +0.2% | -10.7% | +10.9% | +1.6% |
| 30D | -1.8% | -24.3% | +22.5% | +1.8% |
| 3M | -7.2% | +1.0% | -8.2% | -7.9% |
| 6M | +14.2% | +57.4% | -43.2% | +4.3% |
| YTD | +10.6% | +39.8% | -29.2% | +2.4% |
| 1Y | +25.9% | +196.5% | -170.6% | +3.1% |
| 3Y | +50.8% | +357.2% | -306.5% | +8.3% |
| 5Y | +47.0% | +18.9% | +28.2% | +23.2% |
| All | +55.8% | +37.7% | +18.2% | +28.2% |
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 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