-0.8%
OXY vs VXX
-99.0%
+98.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | -0.6% |
| 7D | +2.8% | +2.0% | +0.9% | +3.4% |
| 30D | +5.5% | -7.1% | +12.5% | +3.6% |
| 3M | +11.3% | -28.6% | +39.9% | +2.7% |
| 6M | +11.6% | -44.0% | +55.6% | -2.9% |
| YTD | +51.6% | -31.7% | +83.3% | +40.1% |
| 1Y | +36.2% | -46.3% | +82.6% | +19.7% |
| 3Y | +1.7% | -78.3% | +80.0% | -19.5% |
| 5Y | +164.5% | -95.8% | +260.3% | +41.3% |
| All | -0.8% | -99.0% | +98.2% | -51.9% |
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