-53.4%
RBLX vs VXX
-36.4%
-17.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +30.1% | -33.5% | +6.4% |
| 7D | -9.2% | +27.5% | -36.7% | +0.5% |
| 30D | +4.6% | +32.5% | -27.9% | +17.5% |
| 3M | +31.7% | +8.2% | +23.4% | +38.8% |
| 6M | +8.2% | -22.7% | +30.9% | +2.8% |
| YTD | -41.2% | -16.1% | -25.1% | -40.6% |
| 1Y | -53.4% | -34.0% | -19.3% | -54.7% |
| All | -53.4% | -36.4% | -17.0% | -54.7% |
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