-99.2%
VXX vs DOCU
+104.2%
-203.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.8% |
| 7D | +14.3% | -5.5% | +19.8% | +11.8% |
| 30D | +29.9% | +12.6% | +17.2% | +36.9% |
| 3M | +8.5% | +36.4% | -27.9% | +24.5% |
| 6M | -21.8% | +66.8% | -88.6% | -1.4% |
| YTD | -17.1% | +13.5% | -30.5% | -10.6% |
| 1Y | -37.3% | +11.3% | -48.6% | -32.5% |
| 3Y | -73.2% | +92.1% | -165.3% | -57.3% |
| 5Y | -93.4% | -71.0% | -22.4% | -93.8% |
| All | -99.2% | +104.2% | -203.4% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling