-44.0%
VXX vs DD
-5.7%
-38.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.6% | +2.8% |
| 7D | +7.2% | -2.9% | +10.1% | +4.9% |
| 30D | -5.8% | -11.5% | +5.7% | -13.8% |
| 3M | -29.0% | -5.4% | -23.6% | -31.3% |
| 6M | -44.0% | -6.9% | -37.1% | -43.9% |
| All | -44.0% | -5.7% | -38.3% | -43.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling