-21.9%
DASH vs VXX
-44.8%
+22.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +2.8% |
| 7D | -9.4% | +7.2% | -16.6% | -7.7% |
| 30D | -5.2% | -5.8% | +0.7% | -6.6% |
| 3M | +33.1% | -29.0% | +62.2% | +22.7% |
| 6M | +18.3% | -44.0% | +62.3% | +4.2% |
| YTD | -11.2% | -28.7% | +17.4% | -15.7% |
| 1Y | -21.9% | -45.2% | +23.3% | -28.7% |
| All | -21.9% | -44.8% | +22.9% | -28.7% |
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