-95.7%
VXX vs DPZ
-34.6%
-61.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -5.3% |
| 7D | +2.0% | -8.6% | +10.6% | -3.2% |
| 30D | -7.1% | -11.9% | +4.8% | -13.7% |
| 3M | -28.6% | +0.4% | -29.0% | -28.1% |
| 6M | -44.0% | -19.9% | -24.1% | -51.0% |
| YTD | -31.7% | -24.4% | -7.3% | -42.2% |
| 1Y | -46.3% | -30.4% | -15.9% | -57.0% |
| 3Y | -78.3% | -17.4% | -60.9% | -78.4% |
| All | -95.7% | -34.6% | -61.1% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling