-78.3%
VXX vs OMC
+10.5%
-88.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.7% |
| 7D | +2.0% | -4.4% | +6.3% | -1.4% |
| 30D | -7.1% | -7.6% | +0.5% | -12.4% |
| 3M | -28.6% | +4.5% | -33.2% | -25.5% |
| 6M | -44.0% | -0.3% | -43.7% | -43.2% |
| YTD | -31.7% | -0.1% | -31.6% | -31.7% |
| 1Y | -46.3% | +4.6% | -51.0% | -43.5% |
| 3Y | -78.3% | +10.5% | -88.7% | -69.2% |
| All | -78.3% | +10.5% | -88.7% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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