-27.0%
RKT vs VXX
-98.9%
+71.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -1.1% |
| 7D | -7.2% | +7.2% | -14.4% | -5.8% |
| 30D | -7.9% | -5.8% | -2.1% | -8.9% |
| 3M | +5.2% | -29.0% | +34.2% | -1.3% |
| 6M | -14.9% | -44.0% | +29.1% | -22.7% |
| YTD | -31.9% | -28.7% | -3.2% | -34.3% |
| 1Y | -36.9% | -45.2% | +8.3% | -41.4% |
| 3Y | +35.7% | -77.8% | +113.5% | +17.6% |
| 5Y | -9.7% | -95.6% | +86.0% | -39.9% |
| All | -27.0% | -98.9% | +71.9% | -59.5% |
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