+250.2%
DOCN vs VXX
-51.1%
+301.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +3.0% |
| 7D | +1.1% | -3.5% | +4.6% | -0.1% |
| 30D | -9.6% | -13.6% | +4.0% | -13.8% |
| 3M | -37.7% | -24.6% | -13.1% | -42.4% |
| 6M | +115.2% | -39.9% | +155.1% | +87.3% |
| YTD | +133.7% | -33.1% | +166.8% | +116.0% |
| 1Y | +250.2% | -49.9% | +300.1% | +211.8% |
| All | +250.2% | -51.1% | +301.3% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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