+72.4%
ROL vs VXX
-99.0%
+171.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | 0.0% |
| 7D | -3.2% | +2.0% | -5.1% | -2.9% |
| 30D | -4.9% | -7.1% | +2.2% | -5.7% |
| 3M | -25.8% | -28.6% | +2.8% | -28.5% |
| 6M | -37.6% | -44.0% | +6.4% | -41.2% |
| YTD | -41.5% | -31.7% | -9.7% | -43.3% |
| 1Y | -39.5% | -46.3% | +6.9% | -42.7% |
| 3Y | +0.1% | -78.3% | +78.4% | -9.8% |
| 5Y | -4.6% | -95.8% | +91.2% | -28.1% |
| All | +72.4% | -99.0% | +171.4% | +24.6% |
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