-99.0%
VXX vs DOV
+153.8%
-252.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -3.0% |
| 7D | +2.0% | -2.0% | +4.0% | -0.8% |
| 30D | -7.1% | -8.9% | +1.8% | -18.9% |
| 3M | -28.6% | -13.3% | -15.4% | -41.4% |
| 6M | -44.0% | -9.7% | -34.3% | -49.9% |
| YTD | -31.7% | -2.5% | -29.3% | -29.8% |
| 1Y | -46.3% | +7.2% | -53.6% | -35.9% |
| 3Y | -78.3% | +39.4% | -117.7% | -50.7% |
| 5Y | -95.8% | +15.8% | -111.7% | -91.4% |
| All | -99.0% | +153.8% | -252.8% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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