-78.0%
VXX vs OUST
+614.8%
-692.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.1% | +0.9% |
| 7D | +1.6% | +4.0% | -2.5% | +2.5% |
| 30D | -9.5% | -14.0% | +4.5% | -12.1% |
| 3M | -27.3% | -5.9% | -21.4% | -24.3% |
| 6M | -43.3% | +76.4% | -119.7% | -27.6% |
| YTD | -30.9% | +67.5% | -98.3% | -10.8% |
| 1Y | -47.2% | +27.1% | -74.3% | -33.5% |
| All | -78.0% | +614.8% | -692.8% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling