+19.8%
DDOG vs VXX
-51.0%
+70.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -9.6% | -4.8% | -16.0% |
| 7D | -32.2% | -4.1% | -28.1% | -32.3% |
| 30D | -31.7% | -0.8% | -30.9% | -31.2% |
| 3M | -34.5% | -19.8% | -14.7% | -35.9% |
| 6M | +28.7% | -40.5% | +69.1% | +19.5% |
| YTD | +38.8% | -35.5% | +74.3% | +33.6% |
| 1Y | +19.8% | -51.1% | +70.9% | +12.3% |
| All | +19.8% | -51.0% | +70.9% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling