-99.0%
VXX vs DKS
+401.2%
-500.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -3.5% |
| 7D | +2.0% | -3.0% | +4.9% | +0.4% |
| 30D | -7.1% | -33.4% | +26.3% | -24.4% |
| 3M | -28.6% | -39.4% | +10.7% | -44.9% |
| 6M | -44.0% | -30.1% | -13.9% | -52.3% |
| YTD | -31.7% | -31.0% | -0.8% | -41.6% |
| 1Y | -46.3% | -40.2% | -6.2% | -57.0% |
| 3Y | -78.3% | +30.9% | -109.2% | -67.9% |
| 5Y | -95.8% | +14.0% | -109.9% | -93.3% |
| All | -99.0% | +401.2% | -500.2% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling