-51.1%
VXX vs ROP
+10.1%
-61.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.9% | -13.6% | -9.6% |
| 7D | -4.1% | +11.7% | -15.8% | -4.1% |
| 30D | -0.8% | +35.5% | -36.3% | +0.1% |
| 3M | -19.8% | +25.3% | -45.1% | -19.8% |
| 6M | -40.5% | +38.9% | -79.4% | -40.1% |
| YTD | -35.5% | +11.4% | -46.9% | -43.3% |
| 1Y | -51.1% | +10.3% | -61.4% | -57.3% |
| All | -51.1% | +10.1% | -61.2% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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