-78.3%
VXX vs RRC
+29.5%
-107.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -5.1% |
| 7D | +2.0% | -1.8% | +3.8% | +0.9% |
| 30D | -7.1% | +2.7% | -9.8% | -5.7% |
| 3M | -28.6% | +8.8% | -37.5% | -25.3% |
| 6M | -44.0% | -1.2% | -42.8% | -45.0% |
| YTD | -31.7% | +17.6% | -49.3% | -23.8% |
| 1Y | -46.3% | +18.4% | -64.8% | -38.5% |
| 3Y | -78.3% | +33.1% | -111.3% | -68.2% |
| All | -78.3% | +29.5% | -107.7% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling