-49.9%
VXX vs OVV
+61.5%
-111.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -3.5% | +0.3% | -3.7% | -3.5% |
| 30D | -13.6% | +11.7% | -25.3% | -14.0% |
| 3M | -24.6% | +9.8% | -34.4% | -25.1% |
| 6M | -39.9% | +26.6% | -66.4% | -37.4% |
| YTD | -33.1% | +67.0% | -100.1% | -23.3% |
| 1Y | -49.9% | +55.9% | -105.8% | -42.2% |
| All | -49.9% | +61.5% | -111.5% | -42.2% |
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