-99.0%
VXX vs DOC
+35.6%
-134.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | -1.0% |
| 7D | -3.5% | -1.5% | -2.0% | -4.7% |
| 30D | -13.6% | -4.8% | -8.8% | -17.2% |
| 3M | -24.6% | +6.9% | -31.5% | -20.1% |
| 6M | -39.9% | +20.7% | -60.6% | -28.1% |
| YTD | -33.1% | +34.1% | -67.2% | -11.5% |
| 1Y | -49.9% | +22.6% | -72.6% | -38.5% |
| 3Y | -79.1% | +20.8% | -99.9% | -71.8% |
| 5Y | -95.6% | -24.9% | -70.7% | -95.7% |
| All | -99.0% | +35.6% | -134.6% | -98.0% |
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