-51.1%
VXX vs RRX
+30.0%
-81.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.6% | -6.0% | -11.3% |
| 7D | -4.1% | +7.6% | -11.7% | -0.3% |
| 30D | -0.8% | +7.5% | -8.3% | +3.7% |
| 3M | -19.8% | -21.0% | +1.2% | -27.0% |
| 6M | -40.5% | -18.1% | -22.4% | -42.7% |
| YTD | -35.5% | +24.3% | -59.8% | -16.7% |
| 1Y | -51.1% | +29.3% | -80.4% | -33.8% |
| All | -51.1% | +30.0% | -81.1% | -33.8% |
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