-49.9%
VXX vs DAR
+104.4%
-154.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.4% |
| 7D | -3.5% | +1.4% | -4.8% | -3.2% |
| 30D | -13.6% | +12.8% | -26.4% | -11.5% |
| 3M | -24.6% | +7.4% | -32.0% | -23.3% |
| 6M | -39.9% | +22.3% | -62.1% | -35.9% |
| YTD | -33.1% | +81.1% | -114.1% | -20.1% |
| 1Y | -49.9% | +106.5% | -156.4% | -38.6% |
| All | -49.9% | +104.4% | -154.3% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling