+60.1%
DAL vs VXX
-99.0%
+159.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +0.9% |
| 7D | -0.3% | +2.0% | -2.3% | +0.3% |
| 30D | -11.1% | -7.1% | -4.0% | -12.9% |
| 3M | -2.1% | -28.6% | +26.5% | -10.3% |
| 6M | +35.8% | -44.0% | +79.8% | +18.2% |
| YTD | +16.0% | -31.7% | +47.8% | +8.9% |
| 1Y | +33.7% | -46.3% | +80.0% | +19.3% |
| 3Y | +102.3% | -78.3% | +180.5% | +69.0% |
| 5Y | +110.3% | -95.8% | +206.2% | +27.0% |
| All | +60.1% | -99.0% | +159.1% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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