-95.7%
VXX vs OSCR
+96.8%
-192.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.2% |
| 7D | +2.0% | +1.6% | +0.4% | +2.3% |
| 30D | -7.1% | +10.7% | -17.8% | -5.0% |
| 3M | -28.6% | +13.4% | -42.0% | -26.2% |
| 6M | -44.0% | +144.6% | -188.5% | -30.4% |
| YTD | -31.7% | +128.0% | -159.8% | -15.5% |
| 1Y | -46.3% | +68.7% | -115.0% | -36.0% |
| 3Y | -78.3% | +398.8% | -477.0% | -63.1% |
| All | -95.7% | +96.8% | -192.5% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling