-12.1%
DASH vs VXX
-43.9%
+31.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | 0.0% |
| 7D | -4.5% | -14.7% | +10.1% | -8.4% |
| 30D | -6.8% | +8.9% | -15.7% | -2.0% |
| 3M | -20.7% | -4.5% | -16.2% | -19.3% |
| 6M | +15.1% | -34.0% | +49.0% | +7.3% |
| YTD | -24.3% | -29.2% | +5.0% | -26.2% |
| 1Y | -12.1% | -46.8% | +34.7% | -19.5% |
| All | -12.1% | -43.9% | +31.7% | -19.5% |
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