+2.1%
ROL vs VSXY
+446.9%
-444.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -1.5% |
| 7D | -1.7% | -1.6% | -0.1% | -1.7% |
| 30D | +18.5% | +17.8% | +0.7% | +18.6% |
| 3M | +4.3% | +12.5% | -8.1% | +4.4% |
| 6M | -27.7% | +124.7% | -152.4% | -27.2% |
| YTD | -35.8% | +93.2% | -128.9% | -35.3% |
| 1Y | -34.1% | +195.6% | -229.7% | -33.6% |
| All | +2.1% | +446.9% | -444.9% | +2.6% |
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