+97.7%
USO vs VXX
-78.4%
+176.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -2.1% |
| 7D | +9.1% | +2.0% | +7.1% | +9.1% |
| 30D | +21.7% | -7.1% | +28.8% | +21.9% |
| 3M | +20.2% | -28.6% | +48.9% | +20.9% |
| 6M | +43.4% | -44.0% | +87.3% | +44.7% |
| YTD | +124.0% | -31.7% | +155.7% | +128.1% |
| 1Y | +112.2% | -46.3% | +158.5% | +114.2% |
| 3Y | +97.7% | -78.3% | +175.9% | +112.7% |
| All | +97.7% | -78.4% | +176.0% | +112.7% |
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