+286.6%
DOCN vs VXX
-47.7%
+334.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +5.3% |
| 7D | +26.5% | +1.6% | +25.0% | +27.1% |
| 30D | +2.3% | -9.5% | +11.7% | -1.0% |
| 3M | -21.2% | -27.3% | +6.1% | -28.1% |
| 6M | +130.6% | -43.3% | +173.9% | +95.9% |
| YTD | +175.7% | -30.9% | +206.6% | +157.2% |
| 1Y | +286.6% | -47.2% | +333.7% | +247.4% |
| All | +286.6% | -47.7% | +334.2% | +247.4% |
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 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