-95.7%
VXX vs DG
-37.9%
-57.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.1% |
| 7D | +2.0% | -6.5% | +8.5% | +1.3% |
| 30D | -7.1% | +4.2% | -11.3% | -6.6% |
| 3M | -28.6% | +9.5% | -38.1% | -27.7% |
| 6M | -44.0% | -13.1% | -30.8% | -44.3% |
| YTD | -31.7% | -4.8% | -26.9% | -31.5% |
| 1Y | -46.3% | +20.6% | -67.0% | -45.0% |
| 3Y | -78.3% | +4.9% | -83.2% | -78.2% |
| All | -95.7% | -37.9% | -57.8% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling