-45.2%
VXX vs OUST
+17.3%
-62.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.0% |
| 3M | -29.0% | -8.2% | -20.8% | -26.1% |
| 6M | -44.0% | +57.5% | -101.5% | -29.4% |
| YTD | -28.7% | +62.8% | -91.5% | -7.2% |
| 1Y | -45.2% | +24.5% | -69.7% | -30.9% |
| All | -45.2% | +17.3% | -62.4% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling