+257.1%
ORCL vs VXX
-99.0%
+356.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +2.7% |
| 7D | +15.0% | -3.0% | +18.0% | +14.3% |
| 30D | +10.5% | -11.5% | +22.0% | +8.0% |
| 3M | -23.0% | -27.3% | +4.3% | -27.2% |
| 6M | +7.0% | -49.6% | +56.6% | -4.6% |
| YTD | -15.8% | -32.0% | +16.2% | -19.6% |
| 1Y | -31.1% | -48.3% | +17.2% | -37.0% |
| 3Y | +33.3% | -78.9% | +112.1% | +17.1% |
| 5Y | +94.3% | -95.6% | +189.9% | +38.7% |
| All | +257.1% | -99.0% | +356.1% | +141.9% |
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