-52.0%
ROKU vs VXX
-95.6%
+43.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | -1.2% |
| 7D | -0.4% | +2.0% | -2.4% | +0.4% |
| 30D | +2.1% | -7.1% | +9.2% | -0.7% |
| 3M | +29.5% | -28.6% | +58.1% | +14.4% |
| 6M | +53.8% | -44.0% | +97.8% | +26.5% |
| YTD | +42.8% | -31.7% | +74.5% | +29.3% |
| 1Y | +60.7% | -46.3% | +107.1% | +35.0% |
| 3Y | +83.9% | -78.3% | +162.2% | +43.4% |
| All | -52.0% | -95.6% | +43.6% | -77.9% |
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 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