-17.2%
DASH vs VXX
-51.0%
+33.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -9.6% | +18.0% | +5.4% |
| 7D | +17.2% | -4.1% | +21.3% | +16.1% |
| 30D | +3.6% | -0.8% | +4.4% | +3.9% |
| 3M | -1.9% | -19.8% | +17.9% | -7.3% |
| 6M | +15.1% | -40.5% | +55.6% | +1.1% |
| YTD | -12.3% | -35.5% | +23.2% | -18.3% |
| 1Y | -17.2% | -51.1% | +33.9% | -31.0% |
| All | -17.2% | -51.0% | +33.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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