+546.0%
RKLB vs VXX
-98.4%
+644.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | 0.0% |
| 7D | -2.0% | +2.0% | -4.0% | -1.2% |
| 30D | -22.4% | -7.1% | -15.4% | -24.4% |
| 3M | -45.2% | -28.6% | -16.5% | -50.9% |
| 6M | -12.5% | -44.0% | +31.5% | -25.6% |
| YTD | -9.8% | -31.7% | +22.0% | -16.1% |
| 1Y | +30.0% | -46.3% | +76.3% | +14.6% |
| 3Y | +942.2% | -78.3% | +1,020.5% | +787.4% |
| 5Y | +236.8% | -95.8% | +332.6% | +110.7% |
| All | +546.0% | -98.4% | +644.5% | +232.8% |
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