+91.4%
USO vs VXX
-51.1%
+142.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +9.5% | -3.5% | +12.9% | +10.4% |
| 30D | +23.6% | -13.6% | +37.2% | +28.3% |
| 3M | +3.8% | -24.6% | +28.4% | +11.2% |
| 6M | +55.0% | -39.9% | +94.9% | +81.1% |
| YTD | +105.3% | -33.1% | +138.3% | +141.4% |
| 1Y | +91.4% | -49.9% | +141.3% | +124.2% |
| All | +91.4% | -51.1% | +142.5% | +124.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling