-78.3%
VXX vs RIO
+88.2%
-166.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -3.8% |
| 7D | +2.0% | -3.2% | +5.2% | -0.9% |
| 30D | -7.1% | +0.9% | -8.0% | -5.9% |
| 3M | -28.6% | -1.4% | -27.2% | -28.8% |
| 6M | -44.0% | +10.9% | -54.9% | -34.8% |
| YTD | -31.7% | +31.2% | -62.9% | -4.0% |
| 1Y | -46.3% | +67.9% | -114.3% | +0.5% |
| 3Y | -78.3% | +88.8% | -167.1% | -42.3% |
| All | -78.3% | +88.2% | -166.4% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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