-99.3%
VXX vs DOCU
+110.9%
-210.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -17.5% | +1.6% | -19.1% | -16.9% |
| 30D | +9.8% | +10.8% | -1.1% | +15.1% |
| 3M | -5.9% | +38.0% | -43.8% | +8.7% |
| 6M | -34.1% | +77.4% | -111.5% | -14.6% |
| YTD | -30.8% | +17.2% | -48.0% | -24.3% |
| 1Y | -44.4% | +15.6% | -59.9% | -39.1% |
| 3Y | -77.0% | +95.6% | -172.6% | -63.1% |
| 5Y | -94.4% | -69.7% | -24.7% | -94.6% |
| All | -99.3% | +110.9% | -210.2% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling