+113.8%
DINO vs XYL
-0.5%
+114.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +5.7% | -3.7% | +9.4% | +6.8% |
| 30D | -19.6% | -8.3% | -11.2% | -17.5% |
| 3M | +11.8% | -21.4% | +33.2% | +19.7% |
| 6M | +49.0% | -12.9% | +61.9% | +52.9% |
| YTD | +128.1% | -30.1% | +158.2% | +153.0% |
| 1Y | +96.3% | -35.2% | +131.5% | +125.9% |
| 3Y | +113.8% | -0.8% | +114.6% | +116.1% |
| All | +113.8% | -0.5% | +114.3% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling