+39.7%
RIG vs VXX
-51.1%
+90.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.6% | +2.0% | -8.6% |
| 7D | -18.8% | -4.1% | -14.7% | -19.0% |
| 30D | -1.1% | -0.8% | -0.3% | -0.8% |
| 3M | +4.4% | -19.8% | +24.2% | +1.2% |
| 6M | -20.8% | -40.5% | +19.7% | -27.3% |
| YTD | +32.0% | -35.5% | +67.5% | +27.3% |
| All | +39.7% | -51.1% | +90.8% | +23.7% |
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