-99.0%
VXX vs RL
+232.1%
-331.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.1% | -1.1% |
| 7D | +1.6% | -0.3% | +1.8% | +1.4% |
| 30D | -9.5% | -17.5% | +8.1% | -23.0% |
| 3M | -27.3% | -14.0% | -13.3% | -35.0% |
| 6M | -43.3% | -2.0% | -41.3% | -41.7% |
| YTD | -30.9% | -4.6% | -26.3% | -29.1% |
| 1Y | -47.2% | +9.5% | -56.7% | -37.7% |
| 3Y | -78.5% | +200.5% | -279.0% | -27.1% |
| 5Y | -95.6% | +226.3% | -321.9% | -80.7% |
| All | -99.0% | +232.1% | -331.1% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling