-48.3%
VXX vs DOCU
-19.0%
-29.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +0.8% |
| 7D | -3.0% | +0.7% | -3.7% | -2.9% |
| 30D | -11.5% | +8.0% | -19.5% | -10.3% |
| 3M | -27.3% | +41.0% | -68.3% | -22.0% |
| 6M | -49.6% | +33.7% | -83.2% | -46.2% |
| YTD | -32.0% | -4.9% | -27.2% | -37.0% |
| 1Y | -48.3% | -20.4% | -27.9% | -52.1% |
| All | -48.3% | -19.0% | -29.3% | -52.1% |
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