+114.7%
RCL vs VXX
-99.0%
+213.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | -1.1% |
| 7D | -1.9% | +2.0% | -3.9% | -1.2% |
| 30D | -15.5% | -7.1% | -8.4% | -17.6% |
| 3M | -9.7% | -28.6% | +19.0% | -19.2% |
| 6M | -8.7% | -44.0% | +35.3% | -23.2% |
| YTD | -5.8% | -31.7% | +26.0% | -13.2% |
| 1Y | -24.5% | -46.3% | +21.9% | -34.9% |
| 3Y | +173.9% | -78.3% | +252.2% | +115.3% |
| 5Y | +228.0% | -95.8% | +323.8% | +67.2% |
| All | +114.7% | -99.0% | +213.7% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling