-34.0%
VXX vs OSCR
+93.2%
-127.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -5.7% | +35.8% | +28.7% |
| 7D | +27.5% | +7.8% | +19.8% | +30.1% |
| 30D | +32.5% | +2.6% | +29.9% | +34.1% |
| 3M | +8.2% | +10.2% | -2.0% | +11.6% |
| 6M | -22.7% | +84.9% | -107.6% | -7.3% |
| YTD | -16.1% | +130.9% | -147.0% | +11.2% |
| 1Y | -34.0% | +94.8% | -128.9% | -13.4% |
| All | -34.0% | +93.2% | -127.3% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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