-21.7%
ONON vs VXX
-95.7%
+74.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +0.6% |
| 7D | -2.1% | +2.0% | -4.0% | -1.3% |
| 30D | -11.6% | -7.1% | -4.5% | -13.6% |
| 3M | -30.1% | -28.6% | -1.5% | -37.1% |
| 6M | -30.5% | -44.0% | +13.5% | -41.2% |
| YTD | -41.0% | -31.7% | -9.3% | -45.7% |
| 1Y | -36.7% | -46.3% | +9.7% | -45.4% |
| 3Y | -8.6% | -78.3% | +69.7% | -29.8% |
| All | -21.7% | -95.7% | +74.0% | -64.5% |
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 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