-95.7%
VXX vs DD
+56.1%
-151.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.6% |
| 7D | +2.0% | -3.5% | +5.5% | -1.9% |
| 30D | -7.1% | -11.7% | +4.6% | -18.8% |
| 3M | -28.6% | -9.2% | -19.4% | -35.2% |
| 6M | -44.0% | -7.2% | -36.8% | -46.5% |
| YTD | -31.7% | +6.6% | -38.3% | -21.9% |
| 1Y | -46.3% | +32.0% | -78.4% | -19.6% |
| 3Y | -78.3% | +42.1% | -120.4% | -54.7% |
| All | -95.7% | +56.1% | -151.8% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling