-43.3%
VXX vs RL
+1.9%
-45.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.1% | -0.2% |
| 7D | +1.6% | -0.3% | +1.8% | +1.5% |
| 30D | -9.5% | -17.5% | +8.1% | -19.2% |
| 3M | -27.3% | -14.0% | -13.3% | -32.6% |
| 6M | -43.3% | -2.0% | -41.3% | -38.8% |
| All | -43.3% | +1.9% | -45.2% | -38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling