+212.8%
RDDT vs VXX
-65.3%
+278.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +0.2% |
| 7D | +2.1% | +2.0% | +0.2% | +2.8% |
| 30D | +2.8% | -7.1% | +9.9% | +0.6% |
| 3M | -8.9% | -28.6% | +19.7% | -17.8% |
| 6M | +15.1% | -44.0% | +59.0% | -2.0% |
| YTD | -31.4% | -31.7% | +0.4% | -36.8% |
| 1Y | -39.4% | -46.3% | +6.9% | -47.2% |
| All | +212.8% | -65.3% | +278.1% | +204.7% |
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