+82.4%
ORCL vs VXX
-95.3%
+177.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.5% | -4.7% |
| 7D | -0.7% | +7.2% | -7.9% | +0.9% |
| 30D | +5.1% | -5.8% | +11.0% | +4.0% |
| 3M | -23.7% | -29.0% | +5.3% | -28.6% |
| 6M | +3.1% | -44.0% | +47.1% | -7.1% |
| YTD | -20.8% | -28.7% | +7.9% | -23.8% |
| 1Y | -52.9% | -45.2% | -7.7% | -56.7% |
| 3Y | +25.4% | -77.8% | +103.2% | +9.9% |
| 5Y | +82.4% | -95.6% | +178.1% | +24.1% |
| All | +82.4% | -95.3% | +177.7% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling