+111.1%
DINO vs XYL
-23.4%
+134.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.9% |
| 7D | +5.7% | -5.0% | +10.8% | +5.1% |
| 30D | +27.8% | -13.2% | +41.0% | +25.9% |
| 3M | +45.6% | -3.7% | +49.3% | +44.4% |
| 6M | +88.5% | -17.7% | +106.2% | +87.7% |
| YTD | +134.1% | -21.5% | +155.6% | +133.6% |
| 1Y | +111.1% | -24.5% | +135.6% | +112.4% |
| All | +111.1% | -23.4% | +134.5% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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