+17.6%
ONDS vs VXX
-98.4%
+115.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -2.2% |
| 7D | -5.1% | +2.0% | -7.1% | -4.2% |
| 30D | -26.0% | -7.1% | -18.9% | -28.0% |
| 3M | -26.4% | -28.6% | +2.2% | -35.2% |
| 6M | -26.4% | -44.0% | +17.5% | -39.5% |
| YTD | -25.9% | -31.7% | +5.8% | -32.3% |
| 1Y | +12.6% | -46.3% | +59.0% | -3.1% |
| 3Y | +706.9% | -78.3% | +785.2% | +566.6% |
| 5Y | -2.4% | -95.8% | +93.4% | -48.5% |
| All | +17.6% | -98.4% | +115.9% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling