-99.3%
VXX vs DOCU
+71.3%
-170.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | -0.5% |
| 7D | -3.0% | +0.7% | -3.7% | -2.6% |
| 30D | -11.5% | +8.0% | -19.5% | -8.1% |
| 3M | -27.3% | +41.0% | -68.3% | -15.2% |
| 6M | -49.6% | +33.7% | -83.2% | -42.1% |
| YTD | -32.0% | -4.9% | -27.2% | -32.1% |
| 1Y | -48.3% | -20.4% | -27.9% | -51.4% |
| 3Y | -78.9% | +29.6% | -108.5% | -71.3% |
| 5Y | -95.6% | -76.9% | -18.7% | -96.2% |
| All | -99.3% | +71.3% | -170.6% | -98.5% |
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