-49.9%
VXX vs DPZ
-25.6%
-24.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.3% |
| 7D | -3.5% | -2.5% | -0.9% | -3.8% |
| 30D | -13.6% | -7.0% | -6.6% | -14.7% |
| 3M | -24.6% | +11.6% | -36.2% | -22.2% |
| 6M | -39.9% | -15.2% | -24.7% | -43.8% |
| YTD | -33.1% | -17.2% | -15.8% | -37.4% |
| 1Y | -49.9% | -24.8% | -25.1% | -56.2% |
| All | -49.9% | -25.6% | -24.3% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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