-99.2%
VXX vs RPRX
+52.7%
-151.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.4% |
| 7D | +2.0% | -8.4% | +10.3% | -3.2% |
| 30D | -7.1% | -0.6% | -6.5% | -7.1% |
| 3M | -28.6% | +6.4% | -35.1% | -25.7% |
| 6M | -44.0% | +26.6% | -70.6% | -34.2% |
| YTD | -31.7% | +53.8% | -85.5% | -9.1% |
| 1Y | -46.3% | +62.8% | -109.1% | -25.6% |
| 3Y | -78.3% | +118.0% | -196.3% | -62.0% |
| 5Y | -95.8% | +71.2% | -167.0% | -93.4% |
| All | -99.2% | +52.7% | -151.9% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling