-20.9%
VXX vs RAM
-78.4%
+57.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.9% | +8.2% | +1.0% |
| 7D | -14.7% | +15.2% | -29.9% | -10.9% |
| 30D | +8.9% | -36.5% | +45.3% | +7.0% |
| 3M | -4.5% | -54.6% | +50.1% | -8.1% |
| All | -20.9% | -78.4% | +57.5% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling