+12.0%
ROL vs VSXY
+93.0%
-81.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.5% |
| 7D | +3.0% | -1.7% | +4.7% | +3.0% |
| 30D | +19.8% | +20.1% | -0.3% | +19.2% |
| 3M | +7.9% | +16.6% | -8.7% | +7.4% |
| 6M | -25.6% | +134.9% | -160.6% | -27.8% |
| YTD | -34.1% | +96.0% | -130.1% | -35.8% |
| 1Y | -31.4% | +203.8% | -235.2% | -34.3% |
| 3Y | +4.7% | +465.3% | -460.7% | -5.4% |
| 5Y | +15.6% | +106.3% | -90.7% | +10.3% |
| All | +12.0% | +93.0% | -81.0% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling