-99.3%
VXX vs DOCU
+80.0%
-179.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +2.1% |
| 7D | -3.5% | +6.9% | -10.4% | -0.6% |
| 30D | -13.6% | +19.0% | -32.6% | -6.6% |
| 3M | -24.6% | +34.3% | -58.9% | -13.8% |
| 6M | -39.9% | +48.0% | -87.9% | -27.9% |
| YTD | -33.1% | 0.0% | -33.1% | -31.7% |
| 1Y | -49.9% | -10.3% | -39.6% | -50.4% |
| 3Y | -79.1% | +32.4% | -111.5% | -71.4% |
| 5Y | -95.6% | -77.9% | -17.6% | -96.3% |
| All | -99.3% | +80.0% | -179.4% | -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 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