-20.4%
ROP vs VSXY
+352.7%
-373.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -1.7% | -18.7% | +17.0% | -1.2% |
| 3M | +17.1% | -4.0% | +21.0% | +17.1% |
| 6M | +10.9% | +67.5% | -56.6% | +8.0% |
| YTD | -12.1% | +39.7% | -51.7% | -13.7% |
| 1Y | -24.2% | +180.0% | -204.2% | -28.4% |
| 3Y | -20.4% | +337.3% | -357.7% | -25.6% |
| All | -20.4% | +352.7% | -373.1% | -25.6% |
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