-99.0%
VXX vs DPZ
+61.0%
-160.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | -0.9% |
| 7D | +1.6% | -7.3% | +8.8% | -3.2% |
| 30D | -9.5% | -7.6% | -1.9% | -13.8% |
| 3M | -27.3% | +1.8% | -29.1% | -26.2% |
| 6M | -43.3% | -21.8% | -21.5% | -51.6% |
| YTD | -30.9% | -22.0% | -8.9% | -40.7% |
| 1Y | -47.2% | -28.6% | -18.6% | -57.3% |
| 3Y | -78.5% | -13.1% | -65.4% | -77.9% |
| 5Y | -95.6% | -33.2% | -62.4% | -95.9% |
| All | -99.0% | +61.0% | -160.0% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling