+122.7%
DLR vs VXX
-98.9%
+221.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.1% | -1.5% |
| 7D | -1.3% | +7.2% | -8.4% | -0.3% |
| 30D | -2.9% | -5.8% | +3.0% | -3.6% |
| 3M | +3.2% | -29.0% | +32.2% | -1.1% |
| 6M | +3.9% | -44.0% | +47.9% | -2.9% |
| YTD | +21.4% | -28.7% | +50.1% | +18.0% |
| 1Y | +9.7% | -45.2% | +54.9% | +3.6% |
| 3Y | +56.5% | -77.8% | +134.4% | +42.7% |
| 5Y | +41.5% | -95.6% | +137.2% | +11.2% |
| All | +122.7% | -98.9% | +221.6% | +70.2% |
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