-99.0%
VXX vs DECK
+508.5%
-607.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.7% | -7.4% |
| 7D | +4.0% | -0.8% | +4.9% | +4.1% |
| 30D | +6.4% | +4.9% | +1.5% | +11.7% |
| 3M | -11.5% | -5.8% | -5.7% | -13.7% |
| 6M | -37.7% | -8.6% | -29.1% | -39.9% |
| YTD | -32.9% | -14.7% | -18.2% | -36.2% |
| 1Y | -45.9% | +6.9% | -52.7% | -38.5% |
| 3Y | -77.7% | -16.2% | -61.5% | -72.2% |
| 5Y | -94.8% | +25.3% | -120.0% | -89.0% |
| All | -99.0% | +508.5% | -607.5% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling