-59.1%
DKNG vs VXX
-95.6%
+36.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +3.0% |
| 7D | +3.0% | +2.0% | +1.1% | +3.8% |
| 30D | -3.0% | -7.1% | +4.1% | -5.0% |
| 3M | -17.6% | -28.6% | +11.0% | -25.6% |
| 6M | -3.2% | -44.0% | +40.7% | -18.4% |
| YTD | -28.2% | -31.7% | +3.5% | -34.2% |
| 1Y | -46.1% | -46.3% | +0.3% | -53.6% |
| 3Y | -22.2% | -78.3% | +56.1% | -39.6% |
| All | -59.1% | -95.6% | +36.6% | -81.6% |
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