+11.8%
DOCS vs VXX
-80.3%
+92.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -2.6% |
| 7D | -1.4% | -3.5% | +2.1% | -2.1% |
| 30D | +21.8% | -13.6% | +35.4% | +18.1% |
| 3M | +27.3% | -24.6% | +51.9% | +20.3% |
| 6M | -0.3% | -39.9% | +39.5% | -9.4% |
| YTD | -40.5% | -33.1% | -7.4% | -44.2% |
| 1Y | -61.5% | -49.9% | -11.6% | -65.9% |
| All | +11.8% | -80.3% | +92.1% | -9.1% |
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