-18.2%
DHI vs VXX
-51.1%
+32.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.0% |
| 7D | -3.1% | -3.5% | +0.3% | -3.7% |
| 30D | -5.5% | -13.6% | +8.1% | -7.9% |
| 3M | -2.2% | -24.6% | +22.4% | -6.7% |
| 6M | -6.0% | -39.9% | +33.9% | -13.6% |
| YTD | 0.0% | -33.1% | +33.0% | -6.4% |
| 1Y | -18.2% | -49.9% | +31.7% | -27.7% |
| All | -18.2% | -51.1% | +32.9% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling