+114.4%
RCL vs VXX
-99.0%
+213.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.2% |
| 7D | -2.2% | +1.6% | -3.8% | -1.6% |
| 30D | -15.7% | -9.5% | -6.2% | -18.5% |
| 3M | -8.0% | -27.3% | +19.3% | -16.9% |
| 6M | -10.1% | -43.3% | +33.2% | -24.0% |
| YTD | -5.9% | -30.9% | +25.0% | -13.0% |
| 1Y | -23.5% | -47.2% | +23.7% | -34.5% |
| 3Y | +174.4% | -78.5% | +252.9% | +114.6% |
| 5Y | +227.1% | -95.6% | +322.8% | +69.9% |
| All | +114.4% | -99.0% | +213.4% | -1.7% |
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 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