-18.8%
ROP vs VSXY
+33.4%
-52.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | -8.0% | -0.3% | -7.7% | -8.0% |
| 30D | -2.7% | -22.1% | +19.3% | -1.5% |
| 3M | +16.6% | -1.1% | +17.7% | +16.4% |
| 6M | +10.4% | +53.8% | -43.5% | +6.4% |
| YTD | -12.1% | +35.5% | -47.6% | -14.7% |
| 1Y | -23.6% | +186.0% | -209.6% | -30.1% |
| 3Y | -19.3% | +343.2% | -362.5% | -31.3% |
| 5Y | -15.4% | +19.0% | -34.4% | -22.0% |
| All | -18.8% | +33.4% | -52.2% | -25.7% |
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