+490.5%
DDOG vs VXX
-98.7%
+589.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.7% | -0.7% |
| 7D | +3.2% | +7.2% | -3.9% | +5.1% |
| 30D | -10.2% | -5.8% | -4.3% | -11.5% |
| 3M | -2.6% | -29.0% | +26.4% | -10.8% |
| 6M | +80.1% | -44.0% | +124.1% | +56.5% |
| YTD | +63.0% | -28.7% | +91.7% | +53.6% |
| 1Y | +59.4% | -45.2% | +104.5% | +42.1% |
| 3Y | +127.0% | -77.8% | +204.9% | +88.6% |
| 5Y | +61.7% | -95.6% | +157.3% | -1.9% |
| All | +490.5% | -98.7% | +589.1% | +191.5% |
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