+59.0%
DOCN vs VXX
-42.5%
+101.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.4% |
| 7D | -12.1% | +0.3% | -12.4% | -8.7% |
| 30D | -41.0% | +11.4% | -52.4% | -35.0% |
| 3M | -38.7% | -6.3% | -32.4% | -36.2% |
| 6M | -51.5% | -32.5% | -19.0% | -53.9% |
| YTD | +65.3% | -28.5% | +93.7% | +67.5% |
| All | +59.0% | -42.5% | +101.5% | +46.5% |
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