-51.1%
VXX vs DG
+45.3%
-96.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.5% | -18.2% | -7.6% |
| 7D | -4.1% | +12.3% | -16.4% | -1.2% |
| 30D | -0.8% | +19.3% | -20.1% | +4.1% |
| 3M | -19.8% | +11.9% | -31.6% | -17.0% |
| 6M | -40.5% | +25.0% | -65.5% | -35.9% |
| YTD | -35.5% | +8.7% | -44.3% | -33.5% |
| 1Y | -51.1% | +44.7% | -95.8% | -44.0% |
| All | -51.1% | +45.3% | -96.4% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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