-95.7%
VXX vs RL
+232.4%
-328.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.7% |
| 7D | +2.0% | -3.4% | +5.4% | -1.0% |
| 30D | -7.1% | -14.4% | +7.4% | -18.7% |
| 3M | -28.6% | -13.6% | -15.1% | -36.4% |
| 6M | -44.0% | +0.6% | -44.5% | -40.9% |
| YTD | -31.7% | -3.6% | -28.1% | -29.3% |
| 1Y | -46.3% | +8.3% | -54.7% | -36.9% |
| 3Y | -78.3% | +204.8% | -283.0% | -27.6% |
| All | -95.7% | +232.4% | -328.1% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling