-99.0%
VXX vs RIO
+255.9%
-354.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -3.7% |
| 7D | +2.0% | -3.2% | +5.2% | -1.3% |
| 30D | -7.1% | +0.9% | -8.0% | -5.8% |
| 3M | -28.6% | -1.4% | -27.2% | -28.8% |
| 6M | -44.0% | +10.9% | -54.9% | -34.7% |
| YTD | -31.7% | +31.2% | -62.9% | -3.5% |
| 1Y | -46.3% | +67.9% | -114.3% | +0.4% |
| 3Y | -78.3% | +88.8% | -167.1% | -47.1% |
| 5Y | -95.8% | +93.1% | -188.9% | -88.2% |
| All | -99.0% | +255.9% | -354.9% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling