+230.2%
ORCL vs VXX
-99.0%
+329.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -2.6% |
| 7D | -5.4% | +2.0% | -7.3% | -4.9% |
| 30D | -2.0% | -7.1% | +5.1% | -3.2% |
| 3M | -18.1% | -28.6% | +10.5% | -22.8% |
| 6M | -7.2% | -44.0% | +36.8% | -15.7% |
| YTD | -22.2% | -31.7% | +9.6% | -25.5% |
| 1Y | -50.6% | -46.3% | -4.3% | -54.5% |
| 3Y | +22.9% | -78.3% | +101.1% | +8.6% |
| 5Y | +79.3% | -95.8% | +175.1% | +26.8% |
| All | +230.2% | -99.0% | +329.2% | +124.0% |
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