-78.3%
VXX vs DPZ
-15.5%
-62.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -5.4% |
| 7D | +2.0% | -8.6% | +10.6% | -3.3% |
| 30D | -7.1% | -11.9% | +4.8% | -13.8% |
| 3M | -28.6% | +0.4% | -29.0% | -27.9% |
| 6M | -44.0% | -19.9% | -24.1% | -51.8% |
| YTD | -31.7% | -24.4% | -7.3% | -43.5% |
| 1Y | -46.3% | -30.4% | -15.9% | -58.5% |
| 3Y | -78.3% | -17.4% | -60.9% | -76.4% |
| All | -78.3% | -15.5% | -62.7% | -76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling