-78.3%
VXX vs DUOL
-9.6%
-68.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.6% |
| 7D | +2.0% | -7.0% | +9.0% | -0.4% |
| 30D | -7.1% | +6.7% | -13.8% | -4.7% |
| 3M | -28.6% | +16.0% | -44.6% | -24.2% |
| 6M | -44.0% | +45.4% | -89.4% | -34.0% |
| YTD | -31.7% | -18.1% | -13.6% | -35.5% |
| 1Y | -46.3% | -53.6% | +7.2% | -59.1% |
| 3Y | -78.3% | -11.0% | -67.3% | -70.1% |
| All | -78.3% | -9.6% | -68.6% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 3y: compounded portfolio wealth divided by compounded DUOL 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…
3y analysis · Full analysis span regression · 6 months rolling