+65.7%
RIOT vs VXX
-51.1%
+116.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.6% | +3.5% |
| 7D | +14.8% | -3.5% | +18.3% | +12.4% |
| 30D | +1.4% | -13.6% | +15.0% | -8.2% |
| 3M | -20.6% | -24.6% | +4.0% | -32.5% |
| 6M | +31.9% | -39.9% | +71.8% | +1.7% |
| YTD | +72.1% | -33.1% | +105.1% | +46.4% |
| 1Y | +65.7% | -49.9% | +115.6% | +25.7% |
| All | +65.7% | -51.1% | +116.8% | +25.7% |
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