-95.6%
VXX vs RY
+135.2%
-230.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +2.5% |
| 7D | +7.2% | -2.9% | +10.0% | +1.8% |
| 30D | -5.8% | -2.0% | -3.8% | -9.2% |
| 3M | -29.0% | +4.9% | -33.9% | -21.8% |
| 6M | -44.0% | +26.1% | -70.1% | -11.3% |
| YTD | -28.7% | +22.4% | -51.0% | +8.2% |
| 1Y | -45.2% | +44.7% | -89.9% | +14.0% |
| 3Y | -77.8% | +155.7% | -233.5% | +46.3% |
| 5Y | -95.6% | +137.7% | -233.3% | -67.1% |
| All | -95.6% | +135.2% | -230.9% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling