-95.7%
VXX vs OMC
+30.5%
-126.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.7% |
| 7D | +2.0% | -4.4% | +6.3% | -1.5% |
| 30D | -7.1% | -7.6% | +0.5% | -12.6% |
| 3M | -28.6% | +4.5% | -33.2% | -25.7% |
| 6M | -44.0% | -0.3% | -43.7% | -43.3% |
| YTD | -31.7% | -0.1% | -31.6% | -30.8% |
| 1Y | -46.3% | +4.6% | -51.0% | -42.9% |
| 3Y | -78.3% | +10.5% | -88.7% | -71.7% |
| All | -95.7% | +30.5% | -126.2% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling