+303.7%
CCJ vs DINO
+319.5%
-15.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -3.2% | +1.5% | -4.7% | -3.5% |
| 30D | -1.3% | +25.9% | -27.2% | -7.1% |
| 3M | +2.5% | +53.2% | -50.7% | -9.1% |
| 6M | -18.9% | +105.5% | -124.3% | -34.7% |
| YTD | +6.5% | +139.2% | -132.8% | -19.3% |
| 1Y | +22.8% | +117.4% | -94.6% | -4.6% |
| 3Y | +164.5% | +99.3% | +65.2% | +106.2% |
| 5Y | +303.7% | +333.0% | -29.3% | +121.0% |
| All | +303.7% | +319.5% | -15.8% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling