+57.9%
DLR vs VXX
-78.4%
+136.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +1.1% |
| 7D | +0.1% | +2.0% | -1.9% | +0.4% |
| 30D | -4.3% | -7.1% | +2.8% | -5.3% |
| 3M | +3.8% | -28.6% | +32.5% | -0.9% |
| 6M | +5.8% | -44.0% | +49.8% | -1.8% |
| YTD | +23.5% | -31.7% | +55.3% | +18.9% |
| 1Y | +11.1% | -46.3% | +57.4% | +4.0% |
| 3Y | +57.9% | -78.3% | +136.1% | +39.0% |
| All | +57.9% | -78.4% | +136.3% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling