+136.8%
DASH vs VXX
-78.1%
+214.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.2% |
| 7D | -12.8% | +1.6% | -14.4% | -12.5% |
| 30D | -6.0% | -9.5% | +3.4% | -7.9% |
| 3M | +26.7% | -27.3% | +54.0% | +19.6% |
| 6M | +11.7% | -43.3% | +55.0% | +1.3% |
| YTD | -12.9% | -30.9% | +18.0% | -16.9% |
| 1Y | -23.1% | -47.2% | +24.1% | -29.6% |
| All | +136.8% | -78.1% | +214.9% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling