-78.3%
VXX vs DBX
+27.0%
-105.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.7% | -3.5% |
| 7D | +2.0% | +2.1% | -0.1% | +3.2% |
| 30D | -7.1% | +5.7% | -12.8% | -3.9% |
| 3M | -28.6% | +31.8% | -60.4% | -15.7% |
| 6M | -44.0% | +37.5% | -81.4% | -32.0% |
| YTD | -31.7% | +27.9% | -59.6% | -21.6% |
| 1Y | -46.3% | +15.0% | -61.4% | -43.0% |
| 3Y | -78.3% | +27.2% | -105.4% | -64.9% |
| All | -78.3% | +27.0% | -105.3% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling