-73.2%
VXX vs DOC
+44.2%
-117.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -0.7% |
| 7D | +14.3% | +6.5% | +7.8% | +19.4% |
| 30D | +29.9% | +9.2% | +20.7% | +37.8% |
| 3M | +8.5% | -2.5% | +11.0% | +6.7% |
| 6M | -21.8% | +7.1% | -28.9% | -17.4% |
| YTD | -17.1% | +33.0% | -50.1% | +5.7% |
| 1Y | -37.3% | +23.3% | -60.5% | -25.4% |
| 3Y | -73.2% | +44.9% | -118.1% | -66.6% |
| All | -73.2% | +44.2% | -117.4% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling