-46.3%
VXX vs DRI
+2.4%
-48.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.0% |
| 7D | +2.0% | -3.2% | +5.2% | +1.1% |
| 30D | -7.1% | -7.8% | +0.7% | -9.1% |
| 3M | -28.6% | +0.4% | -29.0% | -28.4% |
| 6M | -44.0% | +4.8% | -48.8% | -42.4% |
| YTD | -31.7% | +16.7% | -48.5% | -28.1% |
| 1Y | -46.3% | +1.5% | -47.8% | -42.2% |
| All | -46.3% | +2.4% | -48.7% | -42.2% |
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