-98.9%
VXX vs DG
+31.4%
-130.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.4% | +2.7% |
| 7D | +7.2% | -6.3% | +13.5% | +4.5% |
| 30D | -5.8% | +2.4% | -8.3% | -4.7% |
| 3M | -29.0% | +12.4% | -41.4% | -25.0% |
| 6M | -44.0% | -14.9% | -29.1% | -46.7% |
| YTD | -28.7% | -6.1% | -22.6% | -29.0% |
| 1Y | -45.2% | +17.9% | -63.0% | -39.2% |
| 3Y | -77.8% | +3.1% | -81.0% | -76.9% |
| 5Y | -95.6% | -38.7% | -57.0% | -96.9% |
| All | -98.9% | +31.4% | -130.4% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling