-5.2%
ROP vs VSXY
+455.0%
-460.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.4% |
| 7D | +0.7% | -1.7% | +2.4% | +0.7% |
| 30D | +28.8% | +20.1% | +8.7% | +28.1% |
| 3M | +21.1% | +16.6% | +4.5% | +20.4% |
| 6M | +52.5% | +134.9% | -82.4% | +46.9% |
| YTD | +8.9% | +96.0% | -87.1% | +5.6% |
| 1Y | +8.2% | +203.8% | -195.5% | +2.4% |
| 3Y | -5.2% | +465.3% | -470.5% | -16.0% |
| All | -5.2% | +455.0% | -460.2% | -16.0% |
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