+50.6%
LYB vs DINO
+105.4%
-54.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -7.8% | +3.0% | -1.0% |
| 7D | -6.2% | -6.6% | +0.4% | -3.1% |
| 30D | +6.3% | -9.2% | +15.6% | +10.3% |
| 3M | +4.1% | +19.2% | -15.1% | -6.8% |
| 6M | -15.5% | +47.6% | -63.1% | -33.2% |
| YTD | +50.2% | +132.2% | -82.0% | -9.5% |
| 1Y | +50.6% | +102.0% | -51.4% | -3.9% |
| All | +50.6% | +105.4% | -54.8% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling