-0.4%
ROL vs VSXY
+353.1%
-353.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.2% |
| 7D | -3.3% | -10.7% | +7.4% | -3.3% |
| 30D | -7.2% | -24.3% | +17.0% | -7.4% |
| 3M | -27.0% | +1.0% | -28.0% | -26.9% |
| 6M | -39.5% | +57.4% | -96.9% | -39.3% |
| YTD | -41.8% | +39.8% | -81.6% | -41.6% |
| 1Y | -38.9% | +196.5% | -235.3% | -38.7% |
| All | -0.4% | +353.1% | -353.6% | -2.0% |
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