+5.8%
DASH vs VXX
-98.3%
+104.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.9% | -4.9% |
| 7D | -11.2% | -3.0% | -8.2% | -11.9% |
| 30D | -7.3% | -11.5% | +4.2% | -10.4% |
| 3M | +31.4% | -27.3% | +58.8% | +21.4% |
| 6M | +11.9% | -49.6% | +61.4% | -5.4% |
| YTD | -11.5% | -32.0% | +20.5% | -17.5% |
| 1Y | -20.0% | -48.3% | +28.3% | -29.8% |
| 3Y | +143.9% | -78.9% | +222.8% | +91.6% |
| 5Y | -0.2% | -95.6% | +95.4% | -48.4% |
| All | +5.8% | -98.3% | +104.1% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling