+1,604.2%
CCJ vs DINO
+20,115.2%
-18,511.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.5% | +0.5% |
| 7D | +5.9% | +4.2% | +1.8% | +4.7% |
| 30D | +4.7% | +33.9% | -29.2% | -3.7% |
| 3M | -3.3% | +50.5% | -53.8% | -14.7% |
| 6M | -7.0% | +95.2% | -102.2% | -24.6% |
| YTD | +11.5% | +140.6% | -129.1% | -15.4% |
| 1Y | +32.3% | +119.0% | -86.7% | +2.6% |
| 3Y | +176.8% | +100.4% | +76.5% | +114.7% |
| 5Y | +351.8% | +324.6% | +27.2% | +174.9% |
| 10Y | +1,080.5% | +485.3% | +595.2% | +463.3% |
| All | +1,604.2% | +20,115.2% | -18,511.0% | +359.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling