+115.6%
DT vs VXX
-98.8%
+214.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +2.5% |
| 7D | -2.5% | +7.2% | -9.7% | -0.7% |
| 30D | +3.5% | -5.8% | +9.4% | +2.0% |
| 3M | +26.7% | -29.0% | +55.7% | +16.4% |
| 6M | +36.1% | -44.0% | +80.1% | +18.4% |
| YTD | +18.6% | -28.7% | +47.3% | +11.8% |
| 1Y | +7.9% | -45.2% | +53.1% | -4.1% |
| 3Y | +8.6% | -77.8% | +86.4% | -12.3% |
| 5Y | -26.7% | -95.6% | +69.0% | -58.7% |
| All | +115.6% | -98.8% | +214.3% | 0.0% |
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 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