+2.8%
ROL vs VSXY
+37.4%
-34.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.3% |
| 7D | -1.4% | -14.0% | +12.6% | -1.1% |
| 30D | -4.1% | -15.9% | +11.8% | -3.7% |
| 3M | -22.5% | +3.4% | -25.9% | -22.6% |
| 6M | -37.7% | +25.9% | -63.6% | -38.3% |
| YTD | -39.6% | +39.5% | -79.1% | -40.5% |
| 1Y | -36.0% | +194.4% | -230.4% | -39.0% |
| 3Y | -5.1% | +281.4% | -286.6% | -13.3% |
| 5Y | -3.4% | +12.8% | -16.2% | -6.4% |
| All | +2.8% | +37.4% | -34.6% | -0.9% |
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 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