+45.7%
DUK vs VXX
-78.4%
+124.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.1% |
| 7D | -0.7% | +2.0% | -2.6% | -0.7% |
| 30D | -2.4% | -7.1% | +4.6% | -2.4% |
| 3M | -3.0% | -28.6% | +25.6% | -2.9% |
| 6M | -6.6% | -44.0% | +37.4% | -6.4% |
| YTD | +4.6% | -31.7% | +36.3% | +4.7% |
| 1Y | +1.2% | -46.3% | +47.6% | +1.3% |
| 3Y | +45.7% | -78.3% | +123.9% | +40.3% |
| All | +45.7% | -78.4% | +124.1% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling