-50.3%
DOCS vs VXX
-96.2%
+46.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -2.6% |
| 7D | -1.4% | -3.5% | +2.1% | -2.3% |
| 30D | +21.8% | -13.6% | +35.4% | +16.9% |
| 3M | +27.3% | -24.6% | +51.9% | +18.1% |
| 6M | -0.3% | -39.9% | +39.5% | -12.2% |
| YTD | -40.5% | -33.1% | -7.4% | -45.5% |
| 1Y | -61.5% | -49.9% | -11.6% | -67.2% |
| 3Y | +8.2% | -79.1% | +87.3% | -16.3% |
| 5Y | -73.4% | -95.6% | +22.1% | -86.8% |
| All | -50.3% | -96.2% | +46.0% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling