-14.9%
ROP vs VSXY
+37.4%
-52.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -3.7% |
| 7D | -4.4% | -14.0% | +9.6% | -3.7% |
| 30D | +3.2% | -15.9% | +19.1% | +4.1% |
| 3M | +23.1% | +3.4% | +19.7% | +22.5% |
| 6M | +13.3% | +25.9% | -12.6% | +10.7% |
| YTD | -7.9% | +39.5% | -47.3% | -10.8% |
| 1Y | -22.1% | +194.4% | -216.4% | -28.8% |
| 3Y | -16.8% | +281.4% | -298.2% | -28.0% |
| 5Y | -13.5% | +12.8% | -26.3% | -20.4% |
| All | -14.9% | +37.4% | -52.2% | -22.2% |
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