-78.3%
VXX vs RL
+202.0%
-280.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.6% |
| 7D | +2.0% | -3.4% | +5.4% | -1.3% |
| 30D | -7.1% | -14.4% | +7.4% | -20.1% |
| 3M | -28.6% | -13.6% | -15.1% | -37.4% |
| 6M | -44.0% | +0.6% | -44.5% | -40.5% |
| YTD | -31.7% | -3.6% | -28.1% | -29.1% |
| 1Y | -46.3% | +8.3% | -54.7% | -35.2% |
| 3Y | -78.3% | +204.8% | -283.0% | -20.8% |
| All | -78.3% | +202.0% | -280.2% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling