-46.3%
VXX vs OVV
+54.4%
-100.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.3% |
| 7D | +2.0% | -1.7% | +3.6% | +2.0% |
| 30D | -7.1% | +0.8% | -7.9% | -7.1% |
| 3M | -28.6% | +13.3% | -41.9% | -28.9% |
| 6M | -44.0% | +16.9% | -60.9% | -42.8% |
| YTD | -31.7% | +64.3% | -96.0% | -21.2% |
| 1Y | -46.3% | +54.2% | -100.5% | -37.7% |
| All | -46.3% | +54.4% | -100.7% | -37.7% |
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