-98.9%
VXX vs DAR
+245.9%
-344.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +1.9% |
| 7D | +7.2% | +0.9% | +6.2% | +7.9% |
| 30D | -5.8% | +6.4% | -12.3% | -1.4% |
| 3M | -29.0% | +13.2% | -42.3% | -22.0% |
| 6M | -44.0% | +26.2% | -70.2% | -32.7% |
| YTD | -28.7% | +84.4% | -113.0% | +15.4% |
| 1Y | -45.2% | +112.0% | -157.2% | +0.6% |
| 3Y | -77.8% | +13.4% | -91.2% | -71.6% |
| 5Y | -95.6% | -6.0% | -89.6% | -94.3% |
| All | -98.9% | +245.9% | -344.8% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling