+470.4%
DXCM vs VXX
-99.0%
+569.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.4% |
| 7D | -6.5% | +1.6% | -8.0% | -6.2% |
| 30D | -4.3% | -9.5% | +5.1% | -6.1% |
| 3M | +7.3% | -27.3% | +34.6% | +1.3% |
| 6M | +22.0% | -43.3% | +65.3% | +10.8% |
| YTD | +26.4% | -30.9% | +57.2% | +20.4% |
| 1Y | +7.0% | -47.2% | +54.2% | -2.3% |
| 3Y | -19.6% | -78.5% | +58.9% | -32.0% |
| 5Y | -39.3% | -95.6% | +56.3% | -60.0% |
| All | +470.4% | -99.0% | +569.4% | +227.2% |
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