-44.0%
VXX vs DG
-14.4%
-29.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.4% | +2.8% |
| 7D | +7.2% | -6.3% | +13.5% | +5.0% |
| 30D | -5.8% | +2.4% | -8.3% | -4.9% |
| 3M | -29.0% | +12.4% | -41.4% | -24.4% |
| 6M | -44.0% | -14.9% | -29.1% | -53.2% |
| All | -44.0% | -14.4% | -29.6% | -53.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling