-95.7%
VXX vs DRI
+65.5%
-161.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.3% |
| 7D | +2.0% | -3.2% | +5.2% | -0.7% |
| 30D | -7.1% | -7.8% | +0.7% | -13.2% |
| 3M | -28.6% | +0.4% | -29.0% | -28.4% |
| 6M | -44.0% | +4.8% | -48.8% | -41.0% |
| YTD | -31.7% | +16.7% | -48.5% | -20.0% |
| 1Y | -46.3% | +1.5% | -47.8% | -44.8% |
| 3Y | -78.3% | +56.3% | -134.5% | -62.0% |
| All | -95.7% | +65.5% | -161.1% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling