-74.0%
DOCS vs VXX
-95.7%
+21.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.5% | -8.8% | -6.9% |
| 7D | -7.3% | -3.0% | -4.3% | -8.0% |
| 30D | -10.9% | -11.5% | +0.6% | -13.8% |
| 3M | +20.3% | -27.3% | +47.6% | +10.4% |
| 6M | -3.6% | -49.6% | +45.9% | -19.7% |
| YTD | -44.9% | -32.0% | -12.8% | -49.3% |
| 1Y | -64.9% | -48.3% | -16.6% | -69.7% |
| 3Y | +7.6% | -78.9% | +86.5% | -16.5% |
| 5Y | -74.0% | -95.6% | +21.6% | -87.6% |
| All | -74.0% | -95.7% | +21.7% | -87.6% |
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