-21.8%
VXX vs DECK
-15.8%
-6.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.6% |
| 7D | +14.3% | +5.8% | +8.5% | +16.4% |
| 30D | +29.9% | +7.9% | +22.0% | +33.0% |
| 3M | +8.5% | -11.4% | +19.9% | +6.7% |
| 6M | -21.8% | -16.6% | -5.2% | -24.0% |
| All | -21.8% | -15.8% | -6.0% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling