-99.0%
VXX vs DOC
+33.5%
-132.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.4% | +2.1% |
| 7D | -17.5% | 0.0% | -17.5% | -17.3% |
| 30D | +9.8% | +6.6% | +3.2% | +16.3% |
| 3M | -5.9% | -1.1% | -4.8% | -6.3% |
| 6M | -34.1% | +4.8% | -38.9% | -30.9% |
| YTD | -30.8% | +32.1% | -62.9% | -9.5% |
| 1Y | -44.4% | +21.9% | -66.2% | -32.3% |
| 3Y | -77.0% | +51.4% | -128.5% | -62.2% |
| 5Y | -94.4% | -21.2% | -73.2% | -94.3% |
| All | -99.0% | +33.5% | -132.5% | -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