+111.1%
DINO vs VXX
-51.1%
+162.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +5.7% | -3.5% | +9.2% | +5.7% |
| 30D | +27.8% | -13.6% | +41.4% | +27.9% |
| 3M | +45.6% | -24.6% | +70.2% | +45.6% |
| 6M | +88.5% | -39.9% | +128.3% | +91.8% |
| YTD | +134.1% | -33.1% | +167.2% | +142.3% |
| 1Y | +111.1% | -49.9% | +161.0% | +111.4% |
| All | +111.1% | -51.1% | +162.2% | +111.4% |
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