-98.9%
VXX vs DRI
+169.5%
-268.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +2.5% |
| 7D | +7.2% | -4.8% | +12.0% | +3.2% |
| 30D | -5.8% | -5.2% | -0.6% | -9.5% |
| 3M | -29.0% | +2.7% | -31.8% | -27.3% |
| 6M | -44.0% | +3.6% | -47.6% | -41.8% |
| YTD | -28.7% | +15.4% | -44.1% | -18.7% |
| 1Y | -45.2% | +1.3% | -46.4% | -43.5% |
| 3Y | -77.8% | +53.1% | -130.9% | -64.7% |
| 5Y | -95.6% | +64.6% | -160.2% | -91.5% |
| All | -98.9% | +169.5% | -268.4% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling