+60.7%
DAL vs VXX
-99.0%
+159.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +2.0% |
| 7D | +0.1% | -3.5% | +3.6% | -0.8% |
| 30D | -13.9% | -13.6% | -0.3% | -17.4% |
| 3M | +1.1% | -24.6% | +25.7% | -5.8% |
| 6M | +26.2% | -39.9% | +66.1% | +12.8% |
| YTD | +16.4% | -33.1% | +49.5% | +8.6% |
| 1Y | +33.9% | -49.9% | +83.8% | +17.1% |
| 3Y | +93.4% | -79.1% | +172.5% | +59.6% |
| 5Y | +106.4% | -95.6% | +201.9% | +26.7% |
| All | +60.7% | -99.0% | +159.7% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling