-27.1%
RKT vs VXX
-99.0%
+71.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -1.0% |
| 7D | -6.3% | +2.0% | -8.2% | -5.8% |
| 30D | -6.2% | -7.1% | +0.9% | -7.5% |
| 3M | -1.9% | -28.6% | +26.8% | -7.9% |
| 6M | -13.0% | -44.0% | +31.0% | -21.0% |
| YTD | -31.9% | -31.7% | -0.2% | -35.0% |
| 1Y | -37.6% | -46.3% | +8.8% | -42.3% |
| 3Y | +36.8% | -78.3% | +115.1% | +18.1% |
| 5Y | -9.7% | -95.8% | +86.1% | -40.5% |
| All | -27.1% | -99.0% | +71.9% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling