-51.1%
VXX vs OVV
+75.2%
-126.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -5.6% | -4.0% | -8.3% |
| 7D | -4.1% | -12.1% | +8.0% | -1.3% |
| 30D | -0.8% | +2.9% | -3.7% | -1.0% |
| 3M | -19.8% | +3.7% | -23.5% | -20.3% |
| 6M | -40.5% | +0.6% | -41.1% | -41.0% |
| YTD | -35.5% | +62.5% | -98.0% | -33.8% |
| 1Y | -51.1% | +72.0% | -123.1% | -49.2% |
| All | -51.1% | +75.2% | -126.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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