-27.5%
DASH vs VXX
-94.7%
+67.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.2% | -1.8% |
| 7D | -10.2% | +4.0% | -14.3% | -7.5% |
| 30D | -8.2% | +6.4% | -14.6% | -4.3% |
| 3M | -15.9% | -11.5% | -4.4% | -16.5% |
| 6M | +13.3% | -37.7% | +51.0% | +3.2% |
| YTD | -21.3% | -32.9% | +11.7% | -24.9% |
| 1Y | -11.1% | -45.9% | +34.7% | -19.8% |
| 3Y | +103.8% | -77.7% | +181.5% | +61.4% |
| All | -27.5% | -94.7% | +67.1% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling