-26.2%
DT vs VXX
-95.6%
+69.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -1.7% |
| 7D | -1.6% | +2.0% | -3.6% | -1.1% |
| 30D | +3.0% | -7.1% | +10.1% | +1.4% |
| 3M | +26.5% | -28.6% | +55.1% | +17.5% |
| 6M | +35.9% | -44.0% | +79.9% | +20.2% |
| YTD | +17.8% | -31.7% | +49.6% | +10.8% |
| 1Y | +4.1% | -46.3% | +50.4% | -6.7% |
| 3Y | +5.3% | -78.3% | +83.6% | -14.1% |
| All | -26.2% | -95.6% | +69.5% | -61.4% |
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