-78.3%
VXX vs RPRX
+116.2%
-194.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.4% |
| 7D | +2.0% | -8.4% | +10.3% | -1.9% |
| 30D | -7.1% | -0.6% | -6.5% | -7.1% |
| 3M | -28.6% | +6.4% | -35.1% | -26.4% |
| 6M | -44.0% | +26.6% | -70.6% | -36.2% |
| YTD | -31.7% | +53.8% | -85.5% | -14.6% |
| 1Y | -46.3% | +62.8% | -109.1% | -30.7% |
| 3Y | -78.3% | +118.0% | -196.3% | -67.5% |
| All | -78.3% | +116.2% | -194.4% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling