-84.1%
RIVN vs VXX
-94.8%
+10.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -1.7% |
| 7D | +1.8% | +2.0% | -0.1% | +2.6% |
| 30D | +0.6% | -7.1% | +7.7% | -1.8% |
| 3M | +3.2% | -28.6% | +31.8% | -7.7% |
| 6M | -3.7% | -44.0% | +40.3% | -18.7% |
| YTD | -18.7% | -31.7% | +13.1% | -25.2% |
| 1Y | +14.7% | -46.3% | +61.1% | -1.1% |
| 3Y | -31.5% | -78.3% | +46.7% | -46.6% |
| All | -84.1% | -94.8% | +10.7% | -92.5% |
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