-51.1%
VXX vs RPRX
+85.8%
-136.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.4% | -9.1% |
| 7D | -4.1% | +4.2% | -8.3% | -3.0% |
| 30D | -0.8% | +19.2% | -20.1% | +4.8% |
| 3M | -19.8% | +18.0% | -37.8% | -15.5% |
| 6M | -40.5% | +35.7% | -76.2% | -31.6% |
| YTD | -35.5% | +77.2% | -112.8% | -14.1% |
| 1Y | -51.1% | +82.0% | -133.1% | -34.0% |
| All | -51.1% | +85.8% | -136.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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