+371.8%
DOCN vs VXX
-79.2%
+451.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.5% | +11.1% | +13.2% |
| 7D | +16.3% | -3.0% | +19.3% | +14.9% |
| 30D | +2.0% | -11.5% | +13.5% | -2.3% |
| 3M | -25.2% | -27.3% | +2.2% | -32.5% |
| 6M | +132.7% | -49.6% | +182.2% | +87.3% |
| YTD | +163.3% | -32.0% | +195.3% | +140.6% |
| 1Y | +280.3% | -48.3% | +328.7% | +221.4% |
| 3Y | +371.8% | -78.9% | +450.7% | +276.1% |
| All | +371.8% | -79.2% | +451.1% | +276.1% |
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