-46.3%
VXX vs DAR
+107.8%
-154.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -4.6% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -7.1% | +2.6% | -9.7% | -6.6% |
| 3M | -28.6% | +14.2% | -42.9% | -26.2% |
| 6M | -44.0% | +17.2% | -61.2% | -41.0% |
| YTD | -31.7% | +80.9% | -112.6% | -18.0% |
| 1Y | -46.3% | +104.0% | -150.3% | -33.6% |
| All | -46.3% | +107.8% | -154.2% | -33.6% |
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