+36.6%
OKE vs VXX
-36.4%
+73.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +30.1% | -32.8% | -4.5% |
| 7D | -9.0% | +27.5% | -36.5% | -10.5% |
| 30D | -2.3% | +32.5% | -34.8% | -4.3% |
| 3M | 0.0% | +8.2% | -8.3% | -0.2% |
| 6M | -2.0% | -22.7% | +20.7% | +0.6% |
| YTD | +23.2% | -16.1% | +39.3% | +26.9% |
| 1Y | +36.6% | -34.0% | +70.7% | +41.1% |
| All | +36.6% | -36.4% | +73.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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