+63.0%
DVN vs VXX
-99.0%
+162.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | -0.8% |
| 7D | +4.5% | +2.0% | +2.5% | +5.1% |
| 30D | +12.0% | -7.1% | +19.1% | +9.6% |
| 3M | +13.4% | -28.6% | +42.0% | +2.8% |
| 6M | +12.1% | -44.0% | +56.1% | -5.3% |
| YTD | +38.8% | -31.7% | +70.6% | +26.0% |
| 1Y | +46.0% | -46.3% | +92.4% | +24.7% |
| 3Y | +9.5% | -78.3% | +87.8% | -16.5% |
| 5Y | +125.3% | -95.8% | +221.1% | +10.1% |
| All | +63.0% | -99.0% | +162.0% | -28.5% |
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