+119.2%
ORLY vs VXX
-95.6%
+214.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.1% |
| 7D | -2.4% | +2.0% | -4.3% | -2.2% |
| 30D | -6.8% | -7.1% | +0.3% | -7.2% |
| 3M | -4.8% | -28.6% | +23.9% | -6.8% |
| 6M | -9.1% | -44.0% | +34.9% | -12.3% |
| YTD | -5.9% | -31.7% | +25.8% | -7.7% |
| 1Y | -20.4% | -46.3% | +25.9% | -23.1% |
| 3Y | +36.6% | -78.3% | +114.8% | +27.2% |
| All | +119.2% | -95.6% | +214.8% | +72.0% |
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 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