+169.4%
CCJ vs DINO
+98.1%
+71.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +4.2% | +2.0% | +2.2% | +3.9% |
| 30D | +3.2% | +27.7% | -24.5% | -0.1% |
| 3M | -1.8% | +56.3% | -58.1% | -8.1% |
| 6M | -13.5% | +107.6% | -121.1% | -24.0% |
| YTD | +9.7% | +140.2% | -130.4% | -7.8% |
| 1Y | +30.0% | +113.0% | -83.0% | +11.8% |
| All | +169.4% | +98.1% | +71.3% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling