-98.7%
VXX vs OUST
-62.6%
-36.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.1% | +1.0% |
| 7D | +1.6% | +4.0% | -2.5% | +2.5% |
| 30D | -9.5% | -14.0% | +4.5% | -11.9% |
| 3M | -27.3% | -5.9% | -21.4% | -24.7% |
| 6M | -43.3% | +76.4% | -119.7% | -29.5% |
| YTD | -30.9% | +67.5% | -98.3% | -13.2% |
| 1Y | -47.2% | +27.1% | -74.3% | -35.1% |
| 3Y | -78.5% | +619.0% | -697.5% | -51.1% |
| 5Y | -95.6% | -54.9% | -40.7% | -93.6% |
| All | -98.7% | -62.6% | -36.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling