-98.9%
VXX vs UDR
+30.9%
-129.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +2.4% |
| 7D | +7.2% | -3.4% | +10.5% | +3.3% |
| 30D | -5.8% | -5.4% | -0.4% | -11.4% |
| 3M | -29.0% | -10.0% | -19.1% | -37.1% |
| 6M | -44.0% | -2.5% | -41.5% | -45.4% |
| YTD | -28.7% | -1.1% | -27.6% | -28.8% |
| 1Y | -45.2% | -3.9% | -41.3% | -46.5% |
| 3Y | -77.8% | +3.4% | -81.3% | -73.2% |
| 5Y | -95.6% | -18.9% | -76.8% | -95.4% |
| All | -98.9% | +30.9% | -129.8% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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