+22.2%
CCJ vs DINO
+116.1%
-93.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -3.2% | +1.5% | -4.7% | -3.0% |
| 30D | -1.3% | +25.9% | -27.2% | +1.6% |
| 3M | +2.5% | +53.2% | -50.7% | +8.5% |
| 6M | -18.9% | +105.5% | -124.3% | -13.1% |
| YTD | +6.5% | +139.2% | -132.8% | +11.7% |
| All | +22.2% | +116.1% | -93.9% | +22.6% |
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