-49.9%
VXX vs DRI
+6.9%
-56.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.4% |
| 7D | -3.5% | +0.6% | -4.1% | -3.3% |
| 30D | -13.6% | +3.8% | -17.4% | -12.6% |
| 3M | -24.6% | +13.0% | -37.6% | -21.2% |
| 6M | -39.9% | +8.3% | -48.2% | -37.7% |
| YTD | -33.1% | +20.6% | -53.7% | -28.9% |
| 1Y | -49.9% | +6.5% | -56.4% | -46.0% |
| All | -49.9% | +6.9% | -56.9% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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