-78.3%
VXX vs RMD
+49.9%
-128.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.6% |
| 7D | +2.0% | -4.4% | +6.4% | -0.5% |
| 30D | -7.1% | -3.1% | -4.0% | -8.5% |
| 3M | -28.6% | +13.8% | -42.4% | -22.6% |
| 6M | -44.0% | -8.6% | -35.4% | -46.2% |
| YTD | -31.7% | -8.6% | -23.1% | -34.1% |
| 1Y | -46.3% | -19.7% | -26.7% | -51.7% |
| 3Y | -78.3% | +48.4% | -126.6% | -71.6% |
| All | -78.3% | +49.9% | -128.1% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling