+105.9%
DAL vs VXX
-95.3%
+201.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | +0.3% |
| 7D | -0.6% | +7.2% | -7.8% | +1.4% |
| 30D | -13.5% | -5.8% | -7.6% | -14.9% |
| 3M | +2.6% | -29.0% | +31.6% | -6.4% |
| 6M | +32.7% | -44.0% | +76.7% | +15.0% |
| YTD | +13.6% | -28.7% | +42.3% | +7.6% |
| 1Y | +28.8% | -45.2% | +74.0% | +15.2% |
| 3Y | +98.2% | -77.8% | +176.0% | +63.2% |
| 5Y | +105.9% | -95.6% | +201.6% | +19.8% |
| All | +105.9% | -95.3% | +201.2% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling