-46.3%
VXX vs DPZ
-29.3%
-17.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -4.6% |
| 7D | +2.0% | -8.6% | +10.6% | +0.5% |
| 30D | -7.1% | -11.9% | +4.8% | -9.0% |
| 3M | -28.6% | +0.4% | -29.0% | -27.8% |
| 6M | -44.0% | -19.9% | -24.1% | -47.7% |
| YTD | -31.7% | -24.4% | -7.3% | -37.0% |
| 1Y | -46.3% | -30.4% | -15.9% | -53.6% |
| All | -46.3% | -29.3% | -17.0% | -53.6% |
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