-51.1%
VXX vs RMD
-1.9%
-49.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.9% | -15.6% | -6.9% |
| 7D | -4.1% | -3.9% | -0.2% | -4.8% |
| 30D | -0.8% | +7.9% | -8.7% | +2.8% |
| 3M | -19.8% | +8.1% | -27.9% | -16.6% |
| 6M | -40.5% | +15.5% | -56.0% | -36.7% |
| YTD | -35.5% | +0.7% | -36.2% | -38.0% |
| 1Y | -51.1% | -1.4% | -49.7% | -53.4% |
| All | -51.1% | -1.9% | -49.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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