+61.6%
DDOG vs VXX
-51.1%
+112.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.8% |
| 7D | -10.1% | -3.5% | -6.7% | -10.7% |
| 30D | -24.8% | -13.6% | -11.2% | -26.7% |
| 3M | -12.6% | -24.6% | +12.0% | -16.7% |
| 6M | +79.9% | -39.9% | +119.8% | +64.9% |
| YTD | +56.6% | -33.1% | +89.6% | +49.8% |
| 1Y | +61.6% | -49.9% | +111.5% | +47.4% |
| All | +61.6% | -51.1% | +112.7% | +47.4% |
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