+129.1%
DHR vs VXX
-99.0%
+228.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -0.9% |
| 7D | -3.6% | +2.0% | -5.6% | -3.3% |
| 30D | -2.7% | -7.1% | +4.3% | -3.8% |
| 3M | +10.9% | -28.6% | +39.6% | +5.2% |
| 6M | +3.0% | -44.0% | +47.0% | -5.4% |
| YTD | -12.2% | -31.7% | +19.5% | -15.9% |
| 1Y | +3.3% | -46.3% | +49.7% | -4.2% |
| 3Y | -8.2% | -78.3% | +70.1% | -19.2% |
| 5Y | -29.9% | -95.8% | +65.9% | -50.2% |
| All | +129.1% | -99.0% | +228.1% | +55.5% |
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