-12.1%
OTIS vs VXX
-78.4%
+66.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +1.4% |
| 7D | -3.0% | +2.0% | -4.9% | -2.8% |
| 30D | -6.0% | -7.1% | +1.1% | -6.6% |
| 3M | -0.9% | -28.6% | +27.8% | -3.5% |
| 6M | -17.3% | -44.0% | +26.7% | -20.8% |
| YTD | -19.6% | -31.7% | +12.2% | -21.4% |
| 1Y | -21.0% | -46.3% | +25.3% | -24.1% |
| 3Y | -12.1% | -78.3% | +66.2% | -18.0% |
| All | -12.1% | -78.4% | +66.3% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling