-51.1%
VXX vs ONTO
+46.1%
-97.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.7% | -1.0% | -12.4% |
| 7D | -4.1% | -17.4% | +13.3% | -9.7% |
| 30D | -0.8% | -43.2% | +42.4% | -16.3% |
| 3M | -19.8% | -35.7% | +15.9% | -28.6% |
| 6M | -40.5% | -38.3% | -2.2% | -45.1% |
| YTD | -35.5% | +17.1% | -52.6% | -7.8% |
| 1Y | -51.1% | +43.1% | -94.3% | -16.3% |
| All | -51.1% | +46.1% | -97.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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