-36.7%
ONON vs VXX
-46.7%
+10.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +1.0% |
| 7D | -2.1% | +2.0% | -4.0% | -1.5% |
| 30D | -11.6% | -7.1% | -4.5% | -13.1% |
| 3M | -30.1% | -28.6% | -1.5% | -35.6% |
| 6M | -30.5% | -44.0% | +13.5% | -39.5% |
| YTD | -41.0% | -31.7% | -9.3% | -45.7% |
| 1Y | -36.7% | -46.3% | +9.7% | -42.5% |
| All | -36.7% | -46.7% | +10.0% | -42.5% |
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