-51.1%
VXX vs DOCU
+11.6%
-62.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.6% |
| 7D | -4.1% | -3.7% | -0.4% | -4.3% |
| 30D | -0.8% | +15.0% | -15.8% | +0.2% |
| 3M | -19.8% | +39.9% | -59.7% | -17.4% |
| 6M | -40.5% | +66.2% | -106.6% | -36.7% |
| YTD | -35.5% | +17.7% | -53.2% | -39.1% |
| 1Y | -51.1% | +13.7% | -64.8% | -54.4% |
| All | -51.1% | +11.6% | -62.7% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 1y: compounded portfolio wealth divided by compounded DOCU 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…
1y analysis · Full analysis span regression · 6 months rolling