+17.9%
ONDS vs VXX
-98.3%
+116.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | +0.9% |
| 7D | -5.0% | +7.2% | -12.1% | -2.0% |
| 30D | -25.6% | -5.8% | -19.7% | -27.1% |
| 3M | -22.1% | -29.0% | +6.9% | -31.4% |
| 6M | -27.6% | -44.0% | +16.4% | -40.4% |
| YTD | -25.7% | -28.7% | +3.0% | -30.8% |
| 1Y | +30.4% | -45.2% | +75.6% | +13.4% |
| 3Y | +695.0% | -77.8% | +772.8% | +563.1% |
| 5Y | -2.2% | -95.6% | +93.5% | -47.3% |
| All | +17.9% | -98.3% | +116.2% | -52.0% |
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 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