-99.0%
VXX vs DKS
+406.0%
-504.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -3.0% |
| 7D | +2.0% | -2.0% | +4.0% | +1.0% |
| 30D | -7.1% | -32.7% | +25.6% | -24.0% |
| 3M | -28.6% | -38.8% | +10.2% | -44.6% |
| 6M | -44.0% | -29.4% | -14.5% | -52.1% |
| YTD | -31.7% | -30.3% | -1.4% | -41.3% |
| 1Y | -46.3% | -39.6% | -6.7% | -56.8% |
| 3Y | -78.3% | +32.2% | -110.4% | -67.7% |
| 5Y | -95.8% | +15.1% | -110.9% | -93.3% |
| All | -99.0% | +406.0% | -504.9% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling