-49.9%
VXX vs RY
+46.1%
-96.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | -0.6% |
| 7D | -3.5% | +3.1% | -6.6% | +1.9% |
| 30D | -13.6% | -0.3% | -13.3% | -14.1% |
| 3M | -24.6% | +8.7% | -33.3% | -9.9% |
| 6M | -39.9% | +28.5% | -68.4% | +6.3% |
| YTD | -33.1% | +25.1% | -58.2% | +14.5% |
| 1Y | -49.9% | +46.3% | -96.2% | +22.9% |
| All | -49.9% | +46.1% | -96.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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