-51.1%
VXX vs RL
+34.3%
-85.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.5% | -14.1% | -6.4% |
| 7D | -4.1% | +5.8% | -9.9% | +0.4% |
| 30D | -0.8% | +12.7% | -13.5% | +8.6% |
| 3M | -19.8% | +9.3% | -29.1% | -14.1% |
| 6M | -40.5% | +16.9% | -57.4% | -32.2% |
| YTD | -35.5% | +17.5% | -53.0% | -20.7% |
| 1Y | -51.1% | +34.6% | -85.7% | -26.5% |
| All | -51.1% | +34.3% | -85.4% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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