+56.2%
RIG vs VXX
-95.6%
+151.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -2.9% |
| 7D | -3.1% | +2.0% | -5.1% | -2.5% |
| 30D | -0.5% | -7.1% | +6.6% | -2.4% |
| 3M | -6.0% | -28.6% | +22.7% | -13.9% |
| 6M | -10.1% | -44.0% | +33.8% | -22.2% |
| YTD | +37.3% | -31.7% | +69.0% | +27.7% |
| 1Y | +73.9% | -46.3% | +120.3% | +53.9% |
| 3Y | -30.2% | -78.3% | +48.1% | -42.0% |
| All | +56.2% | -95.6% | +151.8% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling