+189.3%
DOCN vs VXX
-97.7%
+287.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.3% | -1.9% | -7.9% |
| 7D | +9.3% | +2.0% | +7.3% | +10.0% |
| 30D | -7.8% | -7.1% | -0.7% | -10.5% |
| 3M | -29.6% | -28.6% | -1.0% | -37.5% |
| 6M | +79.0% | -44.0% | +123.0% | +47.0% |
| YTD | +155.5% | -31.7% | +187.2% | +131.8% |
| 1Y | +236.3% | -46.3% | +282.6% | +184.0% |
| 3Y | +372.0% | -78.3% | +450.2% | +271.1% |
| 5Y | +75.6% | -95.8% | +171.4% | -15.1% |
| All | +189.3% | -97.7% | +287.0% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling