-99.0%
VXX vs RY
+229.6%
-328.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +0.1% |
| 7D | -3.0% | +2.7% | -5.7% | +2.0% |
| 30D | -11.5% | -1.0% | -10.5% | -13.1% |
| 3M | -27.3% | +7.6% | -35.0% | -15.9% |
| 6M | -49.6% | +29.5% | -79.0% | -15.8% |
| YTD | -32.0% | +24.2% | -56.2% | +6.3% |
| 1Y | -48.3% | +46.4% | -94.7% | +11.0% |
| 3Y | -78.9% | +159.4% | -238.3% | +54.0% |
| 5Y | -95.6% | +141.8% | -237.4% | -66.7% |
| All | -99.0% | +229.6% | -328.6% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling