-93.4%
VXX vs DOC
-21.4%
-72.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -0.6% |
| 7D | +14.3% | +6.5% | +7.8% | +20.3% |
| 30D | +29.9% | +9.2% | +20.7% | +39.2% |
| 3M | +8.5% | -2.5% | +11.0% | +6.4% |
| 6M | -21.8% | +7.1% | -28.9% | -16.9% |
| YTD | -17.1% | +33.0% | -50.1% | +7.9% |
| 1Y | -37.3% | +23.3% | -60.5% | -23.9% |
| 3Y | -73.2% | +44.9% | -118.1% | -59.0% |
| All | -93.4% | -21.4% | -72.0% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling