-99.3%
VXX vs DOCU
+104.6%
-203.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | +0.2% | -13.5% | -13.3% |
| 7D | -1.2% | -4.8% | +3.5% | -3.0% |
| 30D | +11.9% | +9.4% | +2.6% | +16.6% |
| 3M | -6.4% | +29.0% | -35.4% | +4.9% |
| 6M | -32.2% | +62.3% | -94.5% | -15.5% |
| YTD | -28.1% | +13.7% | -41.8% | -22.4% |
| 1Y | -45.4% | +11.5% | -56.9% | -41.1% |
| 3Y | -77.1% | +94.2% | -171.3% | -63.4% |
| 5Y | -94.4% | -71.7% | -22.7% | -94.8% |
| All | -99.3% | +104.6% | -203.9% | -98.2% |
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