-46.3%
VXX vs RL
+8.8%
-55.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.7% |
| 7D | +2.0% | -3.4% | +5.4% | -0.6% |
| 30D | -7.1% | -14.4% | +7.4% | -17.7% |
| 3M | -28.6% | -13.6% | -15.1% | -35.6% |
| 6M | -44.0% | +0.6% | -44.5% | -39.4% |
| YTD | -31.7% | -3.6% | -28.1% | -27.7% |
| 1Y | -46.3% | +8.3% | -54.7% | -33.4% |
| All | -46.3% | +8.8% | -55.1% | -33.4% |
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