-99.3%
VXX vs DOCU
+104.4%
-203.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.3% | -3.4% | +3.6% | -0.9% |
| 30D | +11.4% | +9.3% | +2.2% | +16.0% |
| 3M | -6.3% | +30.2% | -36.5% | +5.4% |
| 6M | -32.5% | +62.1% | -94.7% | -16.0% |
| YTD | -28.5% | +13.5% | -42.0% | -22.9% |
| 1Y | -42.4% | +11.5% | -53.9% | -37.9% |
| 3Y | -76.3% | +89.5% | -165.8% | -62.4% |
| 5Y | -94.5% | -69.6% | -24.9% | -94.8% |
| All | -99.3% | +104.4% | -203.7% | -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