-46.3%
VXX vs DD
+34.9%
-81.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.5% |
| 7D | +2.0% | -3.5% | +5.5% | -0.7% |
| 30D | -7.1% | -11.7% | +4.6% | -15.3% |
| 3M | -28.6% | -9.2% | -19.4% | -33.1% |
| 6M | -44.0% | -7.2% | -36.8% | -44.8% |
| YTD | -31.7% | +6.6% | -38.3% | -25.0% |
| 1Y | -46.3% | +32.0% | -78.4% | -28.1% |
| All | -46.3% | +34.9% | -81.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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