+445.5%
OKTA vs VXX
-99.0%
+544.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -3.8% |
| 7D | -2.4% | +2.0% | -4.4% | -1.9% |
| 30D | +13.0% | -7.1% | +20.1% | +11.3% |
| 3M | +41.7% | -28.6% | +70.3% | +31.3% |
| 6M | +105.9% | -44.0% | +149.9% | +81.7% |
| YTD | +92.6% | -31.7% | +124.3% | +80.5% |
| 1Y | +81.1% | -46.3% | +127.4% | +61.9% |
| 3Y | +84.8% | -78.3% | +163.1% | +55.3% |
| 5Y | -34.4% | -95.8% | +61.4% | -58.8% |
| All | +445.5% | -99.0% | +544.5% | +224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling