-98.8%
VXX vs OUST
-62.4%
-36.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.9% |
| 7D | -3.5% | +5.2% | -8.7% | -2.3% |
| 30D | -13.6% | -19.3% | +5.7% | -17.1% |
| 3M | -24.6% | -22.6% | -2.0% | -24.8% |
| 6M | -39.9% | +62.8% | -102.7% | -26.4% |
| YTD | -33.1% | +68.3% | -101.4% | -15.9% |
| 1Y | -49.9% | +28.5% | -78.5% | -38.3% |
| 3Y | -79.1% | +554.0% | -633.2% | -53.3% |
| 5Y | -95.6% | -56.2% | -39.3% | -93.5% |
| All | -98.8% | -62.4% | -36.3% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling