+114.6%
ROST vs VXX
-95.6%
+210.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +1.6% |
| 7D | +0.2% | +2.0% | -1.8% | +0.6% |
| 30D | -6.9% | -7.1% | +0.2% | -8.0% |
| 3M | -3.3% | -28.6% | +25.3% | -8.4% |
| 6M | +9.0% | -44.0% | +53.0% | -0.1% |
| YTD | +28.9% | -31.7% | +60.6% | +23.2% |
| 1Y | +54.0% | -46.3% | +100.3% | +42.4% |
| 3Y | +100.7% | -78.3% | +179.0% | +73.7% |
| All | +114.6% | -95.6% | +210.3% | +38.5% |
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 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