-98.9%
VXX vs DOC
+35.4%
-134.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -1.3% |
| 7D | +0.3% | +4.3% | -4.1% | +4.6% |
| 30D | +11.4% | +9.2% | +2.3% | +20.5% |
| 3M | -6.3% | -0.8% | -5.5% | -6.6% |
| 6M | -32.5% | +7.1% | -39.6% | -27.9% |
| YTD | -28.5% | +34.0% | -62.5% | -5.3% |
| 1Y | -42.4% | +23.2% | -65.6% | -29.2% |
| 3Y | -76.3% | +53.6% | -129.9% | -60.4% |
| 5Y | -94.5% | -20.4% | -74.1% | -94.4% |
| All | -98.9% | +35.4% | -134.4% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling