-51.1%
VXX vs COO
-7.7%
-43.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.9% | -15.5% | -6.9% |
| 7D | -4.1% | +8.4% | -12.5% | -0.1% |
| 30D | -0.8% | +13.5% | -14.3% | +5.4% |
| 3M | -19.8% | -13.8% | -6.0% | -26.8% |
| 6M | -40.5% | +4.7% | -45.2% | -36.4% |
| YTD | -35.5% | -21.4% | -14.1% | -49.5% |
| 1Y | -51.1% | -6.7% | -44.4% | -54.2% |
| All | -51.1% | -7.7% | -43.4% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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