-49.9%
VXX vs RRX
+14.9%
-64.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.5% | +3.4% | -6.9% | -1.8% |
| 30D | -13.6% | -11.1% | -2.5% | -18.2% |
| 3M | -24.6% | -23.7% | -0.9% | -31.7% |
| 6M | -39.9% | -22.0% | -17.9% | -41.0% |
| YTD | -33.1% | +16.5% | -49.5% | -16.8% |
| 1Y | -49.9% | +11.5% | -61.4% | -37.1% |
| All | -49.9% | +14.9% | -64.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling