-42.1%
VXX vs DECK
+9.7%
-51.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | +4.3% | -17.6% | -11.4% |
| 7D | -1.2% | +6.4% | -7.6% | +2.2% |
| 30D | +11.9% | +9.1% | +2.9% | +17.3% |
| 3M | -6.4% | -7.2% | +0.8% | -7.6% |
| 6M | -32.2% | -9.9% | -22.3% | -33.2% |
| YTD | -28.1% | -12.8% | -15.4% | -28.6% |
| All | -42.1% | +9.7% | -51.8% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling