-98.8%
VXX vs DOC
+34.4%
-133.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -0.5% |
| 7D | +14.3% | +6.5% | +7.8% | +21.0% |
| 30D | +29.9% | +9.2% | +20.7% | +40.2% |
| 3M | +8.5% | -2.5% | +11.0% | +6.4% |
| 6M | -21.8% | +7.1% | -28.9% | -16.7% |
| YTD | -17.1% | +33.0% | -50.1% | +8.9% |
| 1Y | -37.3% | +23.3% | -60.5% | -23.0% |
| 3Y | -73.2% | +44.9% | -118.1% | -57.7% |
| 5Y | -93.4% | -21.6% | -71.8% | -93.4% |
| All | -98.8% | +34.4% | -133.2% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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