+328.7%
DINO vs XYL
-15.4%
+344.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +2.0% | +0.8% | +1.1% | +1.7% |
| 30D | +27.7% | -10.8% | +38.5% | +31.4% |
| 3M | +56.3% | -2.5% | +58.8% | +56.3% |
| 6M | +107.6% | -12.2% | +119.7% | +113.1% |
| YTD | +140.2% | -20.1% | +160.3% | +153.2% |
| 1Y | +113.0% | -20.6% | +133.6% | +124.8% |
| 3Y | +100.1% | +17.3% | +82.7% | +88.6% |
| 5Y | +328.7% | -14.5% | +343.2% | +309.7% |
| All | +328.7% | -15.4% | +344.2% | +309.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling