-34.5%
RBLX vs VXX
-98.0%
+63.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +0.2% |
| 7D | +5.1% | +2.0% | +3.1% | +5.7% |
| 30D | +28.0% | -7.1% | +35.1% | +25.7% |
| 3M | +4.6% | -28.6% | +33.3% | -4.0% |
| 6M | -24.7% | -44.0% | +19.3% | -34.2% |
| YTD | -43.8% | -31.7% | -12.1% | -47.3% |
| 1Y | -65.8% | -46.3% | -19.4% | -69.5% |
| 3Y | +59.4% | -78.3% | +137.6% | +29.2% |
| 5Y | -48.2% | -95.8% | +47.6% | -71.9% |
| All | -34.5% | -98.0% | +63.5% | -75.1% |
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