+1.2%
DUK vs VXX
-46.7%
+47.9%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.2% |
| 7D | -0.7% | +2.0% | -2.6% | -0.8% |
| 30D | -2.4% | -7.1% | +4.6% | -2.1% |
| 3M | -3.0% | -28.6% | +25.6% | -1.6% |
| 6M | -6.6% | -44.0% | +37.4% | -4.5% |
| YTD | +4.6% | -31.7% | +36.3% | +5.4% |
| 1Y | +1.2% | -46.3% | +47.6% | +1.9% |
| All | +1.2% | -46.7% | +47.9% | +1.9% |
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