-27.3%
VXX vs RRC
+7.8%
-35.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.6% | -1.7% | +3.3% | +2.5% |
| 30D | -9.5% | +3.6% | -13.0% | -11.1% |
| 3M | -27.3% | +8.8% | -36.1% | -31.0% |
| All | -27.3% | +7.8% | -35.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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