-34.0%
VXX vs RNG
+173.4%
-207.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -4.7% | +34.8% | +29.6% |
| 7D | +27.5% | -11.2% | +38.7% | +26.4% |
| 30D | +32.5% | -3.8% | +36.3% | +32.2% |
| 3M | +8.2% | +21.1% | -12.9% | +9.3% |
| 6M | -22.7% | +56.2% | -78.9% | -20.9% |
| YTD | -16.1% | +158.8% | -174.9% | -5.0% |
| 1Y | -34.0% | +173.6% | -207.7% | -14.1% |
| All | -34.0% | +173.4% | -207.5% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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