+87.1%
DOCN vs VXX
-97.6%
+184.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.4% |
| 7D | -12.1% | +0.3% | -12.4% | -9.0% |
| 30D | -41.0% | +11.4% | -52.4% | -35.3% |
| 3M | -38.7% | -6.3% | -32.4% | -37.0% |
| 6M | -51.5% | -32.5% | -19.0% | -55.5% |
| YTD | +65.3% | -28.5% | +93.7% | +60.9% |
| 1Y | +53.9% | -42.4% | +96.3% | +38.8% |
| 3Y | +215.6% | -76.3% | +291.8% | +164.1% |
| 5Y | -26.2% | -94.5% | +68.4% | -60.6% |
| All | +87.1% | -97.6% | +184.7% | -8.1% |
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