-98.9%
VXX vs RRC
+179.7%
-278.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.8% | +3.3% |
| 7D | +7.2% | -1.2% | +8.3% | +6.7% |
| 30D | -5.8% | +3.0% | -8.8% | -4.9% |
| 3M | -29.0% | +7.3% | -36.3% | -27.4% |
| 6M | -44.0% | +3.6% | -47.6% | -43.4% |
| YTD | -28.7% | +19.4% | -48.0% | -24.3% |
| 1Y | -45.2% | +21.4% | -66.6% | -40.8% |
| 3Y | -77.8% | +32.8% | -110.6% | -73.2% |
| 5Y | -95.6% | +152.0% | -247.6% | -92.8% |
| All | -98.9% | +179.7% | -278.6% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling