-46.3%
VXX vs RBA
-27.6%
-18.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.8% | -8.1% | -2.6% |
| 7D | +2.0% | +0.1% | +1.9% | +2.2% |
| 30D | -7.1% | -2.9% | -4.2% | -8.1% |
| 3M | -28.6% | -20.9% | -7.7% | -34.6% |
| 6M | -44.0% | -17.7% | -26.3% | -46.0% |
| YTD | -31.7% | -18.2% | -13.6% | -32.9% |
| 1Y | -46.3% | -29.1% | -17.3% | -49.3% |
| All | -46.3% | -27.6% | -18.7% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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