-93.4%
VXX vs DECK
+23.3%
-116.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.8% |
| 7D | +14.3% | +5.8% | +8.5% | +19.0% |
| 30D | +29.9% | +7.9% | +22.0% | +37.3% |
| 3M | +8.5% | -11.4% | +19.9% | +2.1% |
| 6M | -21.8% | -16.6% | -5.2% | -28.4% |
| YTD | -17.1% | -16.4% | -0.7% | -21.2% |
| 1Y | -37.3% | +8.6% | -45.9% | -29.0% |
| 3Y | -73.2% | -15.1% | -58.1% | -66.8% |
| All | -93.4% | +23.3% | -116.7% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling