+4.0%
ONON vs VXX
-36.4%
+40.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +30.1% | -32.9% | +4.2% |
| 7D | +14.5% | +27.5% | -13.1% | +22.2% |
| 30D | +13.3% | +32.5% | -19.2% | +22.6% |
| 3M | -1.7% | +8.2% | -9.9% | +0.7% |
| 6M | +8.5% | -22.7% | +31.2% | +1.2% |
| YTD | -19.2% | -16.1% | -3.1% | -21.5% |
| 1Y | +4.0% | -34.0% | +38.1% | -1.3% |
| All | +4.0% | -36.4% | +40.4% | -1.3% |
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