-98.8%
VXX vs DECK
+497.0%
-595.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -2.0% |
| 7D | +14.3% | +5.8% | +8.5% | +19.8% |
| 30D | +29.9% | +7.9% | +22.0% | +38.7% |
| 3M | +8.5% | -11.4% | +19.9% | +0.8% |
| 6M | -21.8% | -16.6% | -5.2% | -29.8% |
| YTD | -17.1% | -16.4% | -0.7% | -22.5% |
| 1Y | -37.3% | +8.6% | -45.9% | -28.1% |
| 3Y | -73.2% | -15.1% | -58.1% | -66.3% |
| 5Y | -93.4% | +22.9% | -116.3% | -86.4% |
| All | -98.8% | +497.0% | -595.7% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling