-25.9%
CCJ vs DINO
+105.4%
-131.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.8% | +6.5% | -2.1% |
| 7D | -14.5% | -6.6% | -7.9% | -15.1% |
| 30D | -18.1% | -9.2% | -8.8% | -18.9% |
| 3M | -23.0% | +19.2% | -42.2% | -21.4% |
| 6M | -39.4% | +47.6% | -87.0% | -36.6% |
| YTD | -21.7% | +132.2% | -153.9% | -23.5% |
| 1Y | -25.9% | +102.0% | -127.9% | -27.7% |
| All | -25.9% | +105.4% | -131.3% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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