+19.9%
RIOT vs VXX
-99.0%
+118.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +0.4% |
| 7D | -1.5% | +2.0% | -3.5% | -0.4% |
| 30D | +5.7% | -7.1% | +12.8% | +2.5% |
| 3M | -17.9% | -28.6% | +10.8% | -28.7% |
| 6M | +45.0% | -44.0% | +89.0% | +16.8% |
| YTD | +69.5% | -31.7% | +101.2% | +55.9% |
| 1Y | +37.2% | -46.3% | +83.5% | +17.4% |
| 3Y | +111.7% | -78.3% | +190.0% | +73.1% |
| 5Y | -27.5% | -95.8% | +68.3% | -63.6% |
| All | +19.9% | -99.0% | +118.9% | -43.6% |
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