+14.7%
QLD vs DINO
+105.4%
-90.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.8% | +9.6% | +1.2% |
| 7D | -9.4% | -6.6% | -2.8% | -9.9% |
| 30D | -17.1% | -9.2% | -7.8% | -17.6% |
| 3M | -10.4% | +19.2% | -29.6% | -9.3% |
| 6M | +0.7% | +47.6% | -46.8% | +4.2% |
| YTD | +17.7% | +132.2% | -114.5% | +21.3% |
| 1Y | +14.7% | +102.0% | -87.3% | +21.3% |
| All | +14.7% | +105.4% | -90.7% | +21.3% |
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