-54.4%
DOCS vs VXX
-96.1%
+41.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -0.5% |
| 7D | -8.1% | +1.6% | -9.6% | -7.6% |
| 30D | -5.6% | -9.5% | +3.8% | -8.2% |
| 3M | +18.3% | -27.3% | +45.6% | +8.5% |
| 6M | -5.1% | -43.3% | +38.2% | -18.3% |
| YTD | -45.4% | -30.9% | -14.5% | -49.5% |
| 1Y | -65.2% | -47.2% | -18.0% | -69.8% |
| 3Y | +6.6% | -78.5% | +85.1% | -16.8% |
| 5Y | -76.1% | -95.6% | +19.5% | -88.2% |
| All | -54.4% | -96.1% | +41.8% | -77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling