-94.2%
VXX vs OUST
-53.0%
-41.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -8.5% | +10.8% | +0.4% |
| 7D | -14.7% | -3.8% | -10.9% | -14.9% |
| 30D | +8.9% | +5.1% | +3.8% | +13.1% |
| 3M | -4.5% | -25.8% | +21.3% | -6.9% |
| 6M | -34.0% | -2.0% | -32.0% | -27.4% |
| YTD | -29.2% | +54.7% | -84.0% | -9.6% |
| 1Y | -46.8% | +48.8% | -95.6% | -31.9% |
| 3Y | -76.2% | +607.8% | -684.1% | -45.9% |
| All | -94.2% | -53.0% | -41.1% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling