-54.2%
DOCS vs VXX
-93.3%
+39.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -2.3% |
| 7D | -0.8% | +14.3% | -15.0% | +4.2% |
| 30D | +17.4% | +29.9% | -12.5% | +28.3% |
| 3M | +57.4% | +8.5% | +48.9% | +63.7% |
| 6M | +26.5% | -21.8% | +48.3% | +20.3% |
| YTD | -26.6% | -17.1% | -9.5% | -27.4% |
| 1Y | -48.1% | -37.3% | -10.8% | -52.6% |
| 3Y | +52.6% | -73.2% | +125.8% | +26.5% |
| All | -54.2% | -93.3% | +39.1% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling