-14.9%
DASH vs VXX
-51.1%
+36.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.5% |
| 7D | -10.6% | -3.5% | -7.1% | -11.4% |
| 30D | +2.2% | -13.6% | +15.8% | -1.8% |
| 3M | +32.3% | -24.6% | +56.9% | +23.6% |
| 6M | +19.1% | -39.9% | +59.0% | +7.0% |
| YTD | -6.5% | -33.1% | +26.5% | -12.8% |
| 1Y | -14.9% | -49.9% | +35.0% | -22.8% |
| All | -14.9% | -51.1% | +36.2% | -22.8% |
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