+102.0%
DINO vs VXX
-51.0%
+153.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -9.6% | +1.9% | -6.9% |
| 7D | -6.6% | -4.1% | -2.5% | -6.2% |
| 30D | -9.2% | -0.8% | -8.4% | -9.0% |
| 3M | +19.2% | -19.8% | +39.0% | +21.0% |
| 6M | +47.6% | -40.5% | +88.1% | +51.9% |
| YTD | +132.2% | -35.5% | +167.8% | +145.1% |
| 1Y | +102.0% | -51.1% | +153.1% | +106.2% |
| All | +102.0% | -51.0% | +153.0% | +106.2% |
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