-47.3%
DOCS vs VXX
-51.0%
+3.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -9.6% | +16.0% | +5.5% |
| 7D | +1.2% | -4.1% | +5.3% | +0.9% |
| 30D | +21.3% | -0.8% | +22.1% | +21.2% |
| 3M | +58.4% | -19.8% | +78.2% | +56.2% |
| 6M | +39.3% | -40.5% | +79.8% | +34.0% |
| YTD | -21.7% | -35.5% | +13.8% | -21.5% |
| 1Y | -47.3% | -51.1% | +3.8% | -51.3% |
| All | -47.3% | -51.0% | +3.7% | -51.3% |
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