+219.5%
DOCN vs VXX
-76.0%
+295.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -13.3% | +21.4% | +2.8% |
| 7D | -12.8% | -1.2% | -11.6% | -10.3% |
| 30D | -41.9% | +11.9% | -53.9% | -36.4% |
| 3M | -36.9% | -6.4% | -30.5% | -35.2% |
| 6M | -52.2% | -32.2% | -20.0% | -55.7% |
| YTD | +62.7% | -28.1% | +90.9% | +59.6% |
| 1Y | +58.2% | -45.4% | +103.6% | +41.5% |
| 3Y | +219.5% | -77.1% | +296.6% | +185.1% |
| All | +219.5% | -76.0% | +295.4% | +185.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling