-78.3%
VXX vs ROP
-19.1%
-59.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +2.0% | -4.6% | +6.6% | -2.8% |
| 30D | -7.1% | -1.7% | -5.4% | -8.4% |
| 3M | -28.6% | +17.1% | -45.7% | -14.6% |
| 6M | -44.0% | +10.9% | -54.8% | -38.2% |
| YTD | -31.7% | -12.1% | -19.6% | -50.1% |
| 1Y | -46.3% | -24.2% | -22.1% | -70.8% |
| 3Y | -78.3% | -20.4% | -57.9% | -81.7% |
| All | -78.3% | -19.1% | -59.1% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling