+161.0%
DAL vs VXX
-76.7%
+237.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | +0.3% |
| 7D | -1.1% | -14.7% | +13.6% | -5.0% |
| 30D | +12.8% | +8.9% | +3.9% | +18.2% |
| 3M | -5.3% | -4.5% | -0.7% | -4.2% |
| 6M | +22.4% | -34.0% | +56.3% | +12.5% |
| YTD | +25.6% | -29.2% | +54.8% | +21.5% |
| 1Y | +45.5% | -46.8% | +92.3% | +30.9% |
| 3Y | +161.0% | -76.2% | +237.2% | +140.5% |
| All | +161.0% | -76.7% | +237.6% | +140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling