-27.3%
VXX vs ROP
+17.9%
-45.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.1% |
| 7D | +1.6% | -6.1% | +7.7% | +3.6% |
| 30D | -9.5% | -3.4% | -6.1% | -8.9% |
| 3M | -27.3% | +16.7% | -44.0% | -31.3% |
| All | -27.3% | +17.9% | -45.2% | -31.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling