-44.0%
VXX vs DAR
+26.9%
-70.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.2% |
| 7D | +7.2% | +0.9% | +6.2% | +7.1% |
| 30D | -5.8% | +6.4% | -12.3% | -5.5% |
| 3M | -29.0% | +13.2% | -42.3% | -27.8% |
| 6M | -44.0% | +26.2% | -70.2% | -35.8% |
| All | -44.0% | +26.9% | -70.9% | -35.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling