+317.4%
DINO vs VXX
-95.6%
+413.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.6% |
| 7D | +2.3% | +2.0% | +0.3% | +2.6% |
| 30D | +22.6% | -7.1% | +29.7% | +21.3% |
| 3M | +55.2% | -28.6% | +83.9% | +47.3% |
| 6M | +93.8% | -44.0% | +137.7% | +77.2% |
| YTD | +139.5% | -31.7% | +171.2% | +128.8% |
| 1Y | +115.3% | -46.3% | +161.7% | +98.6% |
| 3Y | +98.8% | -78.3% | +177.1% | +73.4% |
| All | +317.4% | -95.6% | +413.0% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling