+152.4%
DKNG vs VXX
-98.7%
+251.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +3.1% |
| 7D | +3.0% | +2.0% | +1.1% | +3.7% |
| 30D | -3.0% | -7.1% | +4.1% | -4.8% |
| 3M | -17.6% | -28.6% | +11.0% | -24.7% |
| 6M | -3.2% | -44.0% | +40.7% | -16.8% |
| YTD | -28.2% | -31.7% | +3.5% | -33.5% |
| 1Y | -46.1% | -46.3% | +0.3% | -52.7% |
| 3Y | -22.2% | -78.3% | +56.1% | -36.1% |
| 5Y | -60.4% | -95.8% | +35.4% | -76.3% |
| All | +152.4% | -98.7% | +251.1% | +31.7% |
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