+47.5%
ROK vs VXX
-95.6%
+143.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +0.7% |
| 7D | -1.2% | +2.0% | -3.2% | -0.7% |
| 30D | -4.8% | -7.1% | +2.3% | -6.3% |
| 3M | -6.1% | -28.6% | +22.5% | -12.3% |
| 6M | +15.5% | -44.0% | +59.5% | +3.4% |
| YTD | +11.2% | -31.7% | +42.9% | +5.4% |
| 1Y | +23.8% | -46.3% | +70.2% | +12.7% |
| 3Y | +53.1% | -78.3% | +131.4% | +32.0% |
| All | +47.5% | -95.6% | +143.1% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling