+62.5%
DRAM vs VXX
-53.7%
+116.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.6% | +4.3% | -13.1% |
| 7D | -16.6% | -4.1% | -12.5% | -18.7% |
| 30D | -26.9% | -0.8% | -26.0% | -25.4% |
| 3M | -17.8% | -19.8% | +2.0% | -31.3% |
| 6M | +6.2% | -40.5% | +46.7% | -21.4% |
| All | +62.5% | -53.7% | +116.2% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling