-98.7%
VXX vs OUST
-63.7%
-35.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.8% | +6.0% | +2.6% |
| 7D | +7.2% | -1.7% | +8.8% | +6.8% |
| 30D | -5.8% | -21.9% | +16.1% | -10.3% |
| 3M | -29.0% | -8.2% | -20.8% | -26.8% |
| 6M | -44.0% | +57.5% | -101.5% | -32.1% |
| YTD | -28.7% | +62.8% | -91.5% | -11.0% |
| 1Y | -45.2% | +24.5% | -69.7% | -33.0% |
| 3Y | -77.8% | +599.0% | -676.8% | -49.8% |
| 5Y | -95.6% | -54.9% | -40.7% | -93.6% |
| All | -98.7% | -63.7% | -35.0% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded OUST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling