-99.0%
VXX vs RRX
+135.3%
-234.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.7% | -8.0% | -0.9% |
| 7D | +2.0% | -0.3% | +2.3% | +1.9% |
| 30D | -7.1% | -6.1% | -1.0% | -11.9% |
| 3M | -28.6% | -23.1% | -5.6% | -42.5% |
| 6M | -44.0% | -19.5% | -24.5% | -50.4% |
| YTD | -31.7% | +16.1% | -47.8% | -10.5% |
| 1Y | -46.3% | +12.9% | -59.3% | -29.6% |
| 3Y | -78.3% | +7.9% | -86.2% | -63.3% |
| 5Y | -95.8% | +19.1% | -114.9% | -90.5% |
| All | -99.0% | +135.3% | -234.3% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling