-99.0%
VXX vs OVV
+15.0%
-113.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.9% |
| 7D | +1.6% | -3.8% | +5.3% | -0.2% |
| 30D | -9.5% | +1.3% | -10.7% | -8.9% |
| 3M | -27.3% | +14.3% | -41.6% | -22.8% |
| 6M | -43.3% | +21.1% | -64.4% | -38.3% |
| YTD | -30.9% | +66.0% | -96.9% | -12.4% |
| 1Y | -47.2% | +59.3% | -106.5% | -33.6% |
| 3Y | -78.5% | +47.6% | -126.1% | -69.7% |
| 5Y | -95.6% | +162.0% | -257.6% | -90.5% |
| All | -99.0% | +15.0% | -113.9% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling